+6,606.2%
AXP vs ADP
+12,367.0%
-5,760.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.0% |
| 7D | +0.4% | +7.4% | -7.0% | -4.0% |
| 30D | +7.0% | +17.1% | -10.0% | -3.1% |
| 3M | -6.6% | +14.4% | -21.0% | -14.6% |
| 6M | +3.5% | +47.9% | -44.4% | -20.3% |
| YTD | -11.2% | +22.1% | -33.2% | -23.4% |
| 1Y | -10.2% | +21.8% | -31.9% | -22.5% |
| 3Y | +120.0% | +50.5% | +69.6% | +65.4% |
| 5Y | +95.6% | +49.6% | +46.0% | +45.1% |
| 10Y | +468.1% | +329.3% | +138.9% | +119.4% |
| All | +6,606.2% | +12,367.0% | -5,760.8% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling