+20.5%
ADP vs XLB
+29.8%
-9.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +2.6% |
| 7D | +6.4% | +3.9% | +2.4% | +6.6% |
| 30D | +16.6% | +8.9% | +7.7% | +17.4% |
| 3M | +12.9% | +4.1% | +8.8% | +13.1% |
| 6M | +45.7% | +7.3% | +38.3% | +46.4% |
| YTD | +20.6% | +20.4% | +0.3% | +14.1% |
| 1Y | +20.5% | +29.5% | -9.0% | +9.0% |
| All | +20.5% | +29.8% | -9.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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