+47.8%
ADP vs XLB
+39.6%
+8.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | +14.9% | +6.1% | +8.8% | +12.8% |
| 3M | +11.6% | 0.0% | +11.6% | +11.5% |
| 6M | +48.5% | 0.0% | +48.5% | +48.1% |
| YTD | +20.6% | +16.0% | +4.5% | +11.3% |
| 1Y | +23.7% | +24.7% | -1.0% | +9.9% |
| 3Y | +47.8% | +40.4% | +7.4% | +26.4% |
| All | +47.8% | +39.6% | +8.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling