+1,357.3%
ADP vs EXPE
+727.6%
+629.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.3% |
| 7D | +3.2% | -9.3% | +12.6% | +4.8% |
| 30D | +14.9% | +0.1% | +14.8% | +14.3% |
| 3M | +11.6% | -15.3% | +26.9% | +14.6% |
| 6M | +48.5% | +5.5% | +43.0% | +45.4% |
| YTD | +20.6% | -8.0% | +28.5% | +20.4% |
| 1Y | +23.7% | +18.9% | +4.8% | +16.9% |
| 3Y | +47.8% | +135.5% | -87.7% | +18.1% |
| 5Y | +47.7% | +44.3% | +3.4% | +25.3% |
| 10Y | +324.0% | +117.7% | +206.2% | +204.5% |
| All | +1,357.3% | +727.6% | +629.7% | +533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling