-11.1%
AXP vs ADP
+24.1%
-35.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -0.6% | +3.2% | -3.8% | -1.4% |
| 30D | +5.0% | +12.8% | -7.8% | +1.8% |
| 3M | -4.2% | +12.3% | -16.6% | -7.1% |
| 6M | +2.9% | +45.4% | -42.5% | -8.3% |
| YTD | -11.6% | +21.4% | -33.0% | -11.6% |
| 1Y | -11.1% | +23.7% | -34.8% | -13.8% |
| All | -11.1% | +24.1% | -35.2% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling