+20.5%
ADP vs XYZ
+19.9%
+0.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.3% | -12.8% | +0.2% |
| 7D | +6.4% | +16.5% | -10.1% | +3.7% |
| 30D | +16.6% | +15.0% | +1.7% | +13.9% |
| 3M | +12.9% | +3.5% | +9.3% | +11.8% |
| 6M | +45.7% | +21.9% | +23.8% | +41.0% |
| YTD | +20.6% | +34.6% | -14.0% | +14.3% |
| 1Y | +20.5% | +20.7% | -0.2% | +14.9% |
| All | +20.5% | +19.9% | +0.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling