-7.7%
ADP vs XLB
+14.8%
-22.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.5% |
| 7D | -5.5% | -0.2% | -5.2% | -5.5% |
| 30D | -1.2% | -1.7% | +0.5% | -1.3% |
| 3M | +17.9% | +4.4% | +13.5% | +18.2% |
| 6M | +20.3% | +5.0% | +15.3% | +20.0% |
| YTD | +5.8% | +15.5% | -9.6% | -1.2% |
| 1Y | -7.7% | +14.9% | -22.6% | -13.8% |
| All | -7.7% | +14.8% | -22.5% | -13.8% |
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