+58.8%
XOM vs ADP
+13.6%
+45.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | 0.0% | -5.7% | +5.7% | +1.1% |
| 30D | +3.4% | -3.1% | +6.5% | +3.9% |
| 3M | +11.0% | +15.6% | -4.6% | +7.7% |
| 6M | +10.6% | +20.8% | -10.2% | +6.0% |
| YTD | +39.2% | +4.7% | +34.5% | +37.2% |
| 1Y | +52.7% | -8.3% | +61.0% | +55.6% |
| All | +58.8% | +13.6% | +45.2% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling