+448.7%
AXP vs ADP
+318.0%
+130.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | +0.6% | +3.2% | -2.6% | -1.5% |
| 30D | +5.8% | +14.9% | -9.1% | -3.8% |
| 3M | -6.0% | +11.6% | -17.6% | -13.2% |
| 6M | +0.3% | +48.5% | -48.2% | -25.0% |
| YTD | -12.3% | +20.6% | -32.8% | -24.5% |
| 1Y | -11.2% | +23.7% | -34.9% | -25.1% |
| 3Y | +117.0% | +47.8% | +69.2% | +59.6% |
| 5Y | +93.2% | +47.7% | +45.5% | +38.3% |
| All | +448.7% | +318.0% | +130.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling