-11.1%
AXP vs ADP
+26.1%
-37.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.1% | +2.2% | -2.3% | -0.7% |
| 30D | +4.4% | +10.6% | -6.1% | +1.8% |
| 3M | -6.4% | +12.9% | -19.3% | -9.4% |
| 6M | +4.2% | +50.6% | -46.5% | -8.3% |
| YTD | -12.4% | +23.2% | -35.6% | -12.7% |
| 1Y | -11.1% | +25.3% | -36.4% | -13.7% |
| All | -11.1% | +26.1% | -37.2% | -13.7% |
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