+52.3%
XOM vs ADP
-5.0%
+57.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.1% | -2.8% | +6.8% | +4.3% |
| 30D | +4.6% | +0.2% | +4.3% | +4.5% |
| 3M | +14.0% | +20.5% | -6.5% | +12.0% |
| 6M | +11.0% | +28.8% | -17.8% | +7.8% |
| YTD | +40.7% | +6.6% | +34.1% | +33.6% |
| 1Y | +52.3% | -6.9% | +59.2% | +41.7% |
| All | +52.3% | -5.0% | +57.3% | +41.7% |
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 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