+46.0%
XOM vs ADP
-4.5%
+50.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | +1.8% | -3.4% | +5.2% | +2.1% |
| 30D | +5.9% | +2.8% | +3.1% | +5.6% |
| 3M | +5.6% | +20.9% | -15.4% | +3.7% |
| 6M | +7.9% | +29.9% | -22.0% | +4.3% |
| YTD | +35.2% | +9.6% | +25.5% | +28.5% |
| 1Y | +46.0% | -5.3% | +51.3% | +36.9% |
| All | +46.0% | -4.5% | +50.5% | +36.9% |
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