+48.7%
ADP vs EXPE
+46.0%
+2.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +10.6% | -6.1% | +16.6% | +11.3% |
| 3M | +12.9% | -21.3% | +34.2% | +17.2% |
| 6M | +50.6% | +19.0% | +31.6% | +44.9% |
| YTD | +23.2% | -8.4% | +31.6% | +23.1% |
| 1Y | +25.3% | -2.8% | +28.1% | +23.7% |
| 3Y | +47.1% | +120.8% | -73.6% | +22.4% |
| All | +48.7% | +46.0% | +2.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling