+117.0%
AXP vs ADP
+49.8%
+67.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -2.1% | -3.4% | +1.3% | -0.3% |
| 30D | -6.5% | +2.8% | -9.3% | -8.0% |
| 3M | +4.6% | +20.9% | -16.3% | -6.5% |
| 6M | +5.4% | +29.9% | -24.5% | -10.4% |
| YTD | -11.1% | +9.6% | -20.8% | -16.1% |
| 1Y | -0.3% | -5.3% | +5.0% | +2.9% |
| 3Y | +111.6% | +16.5% | +95.1% | +92.7% |
| All | +117.0% | +49.8% | +67.2% | +63.4% |
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