+1,484.4%
ADP vs XLB
+822.6%
+661.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | +20.9% | +2.0% | +19.0% | +19.2% |
| 6M | +29.9% | +1.8% | +28.0% | +27.3% |
| YTD | +9.6% | +16.6% | -6.9% | -0.6% |
| 1Y | -5.3% | +16.9% | -22.2% | -14.3% |
| 3Y | +16.5% | +32.6% | -16.1% | -2.6% |
| 5Y | +49.4% | +35.6% | +13.8% | +23.1% |
| 10Y | +282.2% | +160.0% | +122.2% | +123.1% |
| All | +1,484.4% | +822.6% | +661.8% | +368.8% |
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