-11.2%
AXP vs ADP
+21.2%
-32.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.6% | +3.2% | -2.6% | -0.2% |
| 30D | +5.8% | +14.9% | -9.1% | +2.1% |
| 3M | -6.0% | +11.6% | -17.6% | -8.7% |
| 6M | +0.3% | +48.5% | -48.2% | -11.5% |
| YTD | -12.3% | +20.6% | -32.8% | -12.1% |
| 1Y | -11.2% | +23.7% | -34.9% | -14.2% |
| All | -11.2% | +21.2% | -32.4% | -14.2% |
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