+14.7%
ADP vs XYL
+18.1%
-3.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -4.1% |
| 7D | -5.5% | +1.8% | -7.3% | -5.9% |
| 30D | -1.2% | -9.2% | +8.0% | +0.8% |
| 3M | +17.9% | -0.3% | +18.1% | +17.9% |
| 6M | +20.3% | -11.0% | +31.3% | +23.1% |
| YTD | +5.8% | -19.2% | +25.0% | +11.0% |
| 1Y | -7.7% | -21.2% | +13.5% | -2.7% |
| 3Y | +14.7% | +18.6% | -3.9% | +1.6% |
| All | +14.7% | +18.1% | -3.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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