+89.6%
AXP vs ADP
+47.3%
+42.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +0.6% | +3.2% | -2.6% | -1.1% |
| 30D | +5.8% | +14.9% | -9.1% | -1.8% |
| 3M | -6.0% | +11.6% | -17.6% | -11.6% |
| 6M | +0.3% | +48.5% | -48.2% | -20.5% |
| YTD | -12.3% | +20.6% | -32.8% | -21.4% |
| 1Y | -11.2% | +23.7% | -34.9% | -21.8% |
| 3Y | +117.0% | +47.8% | +69.2% | +72.4% |
| All | +89.6% | +47.3% | +42.2% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling