+1,642.4%
ADP vs XLB
+818.2%
+824.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +3.2% | -1.5% | +4.7% | +4.0% |
| 30D | +14.9% | +6.1% | +8.8% | +11.3% |
| 3M | +11.6% | 0.0% | +11.6% | +11.4% |
| 6M | +48.5% | 0.0% | +48.5% | +47.5% |
| YTD | +20.6% | +16.0% | +4.5% | +9.5% |
| 1Y | +23.7% | +24.7% | -1.0% | +7.8% |
| 3Y | +47.8% | +40.4% | +7.4% | +19.6% |
| 5Y | +47.7% | +30.7% | +17.1% | +24.2% |
| 10Y | +324.0% | +173.3% | +150.7% | +141.4% |
| All | +1,642.4% | +818.2% | +824.2% | +416.5% |
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