+1,519.6%
ADP vs EXR
+3,094.9%
-1,575.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | +3.2% | +5.2% | -2.0% | +1.6% |
| 30D | +14.9% | +20.9% | -6.0% | +8.4% |
| 3M | +11.6% | +7.7% | +3.9% | +9.1% |
| 6M | +48.5% | +13.2% | +35.3% | +42.8% |
| YTD | +20.6% | +26.5% | -5.9% | +11.5% |
| 1Y | +23.7% | +27.2% | -3.5% | +14.1% |
| 3Y | +47.8% | +71.5% | -23.7% | +21.3% |
| 5Y | +47.7% | +0.4% | +47.3% | +41.8% |
| 10Y | +324.0% | +225.2% | +98.8% | +180.7% |
| All | +1,519.6% | +3,094.9% | -1,575.3% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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