+53.2%
ADP vs EXPE
+111.8%
-58.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -3.4% | -9.5% | +6.1% | -1.7% |
| 30D | +2.8% | -6.6% | +9.4% | +3.9% |
| 3M | +20.9% | +31.4% | -10.4% | +15.1% |
| 6M | +29.9% | +35.2% | -5.3% | +22.6% |
| YTD | +9.6% | +5.8% | +3.8% | +7.3% |
| 1Y | -5.3% | +38.7% | -43.9% | -11.7% |
| 3Y | +16.5% | +175.8% | -159.3% | -6.1% |
| All | +53.2% | +111.8% | -58.6% | +24.6% |
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