+95.6%
AXP vs ADP
+49.8%
+45.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.9% |
| 7D | +0.4% | +7.4% | -7.0% | -3.3% |
| 30D | +7.0% | +17.1% | -10.0% | -1.6% |
| 3M | -6.6% | +14.4% | -21.0% | -13.3% |
| 6M | +3.5% | +47.9% | -44.4% | -17.8% |
| YTD | -11.2% | +22.1% | -33.2% | -20.9% |
| 1Y | -10.2% | +21.8% | -31.9% | -19.9% |
| 3Y | +120.0% | +50.5% | +69.6% | +73.2% |
| 5Y | +95.6% | +49.6% | +46.0% | +47.7% |
| All | +95.6% | +49.8% | +45.8% | +47.7% |
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 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