-7.7%
ADP vs EXPE
+28.7%
-36.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.9% | +4.4% | -1.8% |
| 7D | -5.5% | -9.8% | +4.3% | -3.5% |
| 30D | -1.2% | -11.5% | +10.3% | +1.2% |
| 3M | +17.9% | +21.7% | -3.9% | +13.2% |
| 6M | +20.3% | +10.4% | +9.9% | +17.5% |
| YTD | +5.8% | -2.5% | +8.4% | +4.2% |
| 1Y | -7.7% | +27.3% | -35.1% | -11.5% |
| All | -7.7% | +28.7% | -36.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling