+49.1%
ADP vs EXPE
+43.3%
+5.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.4% |
| 7D | +3.2% | -9.3% | +12.6% | +4.7% |
| 30D | +14.9% | +0.1% | +14.8% | +14.3% |
| 3M | +11.6% | -15.3% | +26.9% | +14.3% |
| 6M | +48.5% | +5.5% | +43.0% | +45.8% |
| YTD | +20.6% | -8.0% | +28.5% | +20.4% |
| 1Y | +23.7% | +18.9% | +4.8% | +17.9% |
| 3Y | +47.8% | +135.5% | -87.7% | +21.5% |
| All | +49.1% | +43.3% | +5.8% | +29.9% |
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