+270.5%
ADP vs XLB
+159.0%
+111.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | -5.5% | -0.2% | -5.2% | -5.3% |
| 30D | -1.2% | -1.7% | +0.5% | -0.1% |
| 3M | +17.9% | +4.4% | +13.5% | +13.9% |
| 6M | +20.3% | +5.0% | +15.3% | +14.7% |
| YTD | +5.8% | +15.5% | -9.6% | -6.6% |
| 1Y | -7.7% | +14.9% | -22.6% | -18.4% |
| 3Y | +14.7% | +34.5% | -19.8% | -11.6% |
| 5Y | +45.8% | +36.5% | +9.2% | +9.8% |
| 10Y | +270.5% | +159.6% | +110.9% | +63.6% |
| All | +270.5% | +159.0% | +111.5% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling