+4,261.5%
XOM vs ADP
+11,097.1%
-6,835.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | +1.8% | -3.4% | +5.2% | +3.1% |
| 30D | +5.9% | +2.8% | +3.1% | +4.7% |
| 3M | +5.6% | +20.9% | -15.4% | -2.2% |
| 6M | +7.9% | +29.9% | -22.0% | -3.1% |
| YTD | +35.2% | +9.6% | +25.5% | +28.9% |
| 1Y | +46.0% | -5.3% | +51.3% | +46.8% |
| 3Y | +55.0% | +16.5% | +38.6% | +42.4% |
| 5Y | +246.3% | +49.4% | +196.9% | +184.3% |
| 10Y | +181.0% | +282.2% | -101.2% | +60.9% |
| All | +4,261.5% | +11,097.1% | -6,835.6% | +919.1% |
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