+49.1%
ADP vs XYL
-21.3%
+70.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +3.2% | +5.9% | -2.6% | +1.2% |
| 30D | +14.9% | -3.9% | +18.8% | +16.0% |
| 3M | +11.6% | -18.7% | +30.3% | +19.1% |
| 6M | +48.5% | -16.9% | +65.3% | +56.9% |
| YTD | +20.6% | -27.4% | +47.9% | +33.2% |
| 1Y | +23.7% | -34.0% | +57.7% | +41.9% |
| 3Y | +47.8% | +5.6% | +42.2% | +33.6% |
| All | +49.1% | -21.3% | +70.4% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling