+1,659.7%
ADP vs XLB
+837.1%
+822.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.9% | -1.6% | +2.6% | +1.8% |
| 30D | +11.9% | +7.2% | +4.6% | +7.7% |
| 3M | +13.7% | 0.0% | +13.7% | +13.5% |
| 6M | +46.8% | +2.3% | +44.5% | +44.1% |
| YTD | +21.8% | +18.4% | +3.4% | +9.3% |
| 1Y | +23.5% | +23.3% | +0.2% | +8.4% |
| 3Y | +44.1% | +45.2% | -1.1% | +14.5% |
| 5Y | +49.9% | +31.0% | +18.9% | +25.8% |
| 10Y | +318.8% | +168.8% | +150.0% | +140.1% |
| All | +1,659.7% | +837.1% | +822.6% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling