+774.0%
ADP vs XYL
+449.8%
+324.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.2% |
| 7D | -3.4% | -5.0% | +1.6% | -1.3% |
| 30D | +2.8% | -13.2% | +16.0% | +9.1% |
| 3M | +20.9% | -3.7% | +24.6% | +22.5% |
| 6M | +29.9% | -17.7% | +47.6% | +39.7% |
| YTD | +9.6% | -21.5% | +31.2% | +20.1% |
| 1Y | -5.3% | -24.5% | +19.2% | +5.3% |
| 3Y | +16.5% | +6.9% | +9.5% | +7.8% |
| 5Y | +49.4% | -18.1% | +67.5% | +52.9% |
| 10Y | +282.2% | +134.7% | +147.5% | +145.6% |
| All | +774.0% | +449.8% | +324.2% | +321.2% |
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