+861.1%
ADP vs XYL
+408.9%
+452.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | +3.2% | +5.9% | -2.6% | +0.7% |
| 30D | +14.9% | -3.9% | +18.8% | +16.2% |
| 3M | +11.6% | -18.7% | +30.3% | +20.8% |
| 6M | +48.5% | -16.9% | +65.3% | +58.6% |
| YTD | +20.6% | -27.4% | +47.9% | +35.4% |
| 1Y | +23.7% | -34.0% | +57.7% | +44.8% |
| 3Y | +47.8% | +5.6% | +42.2% | +36.3% |
| 5Y | +47.7% | -20.6% | +68.3% | +51.9% |
| 10Y | +324.0% | +133.4% | +190.6% | +172.6% |
| All | +861.1% | +408.9% | +452.2% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling