+318.8%
ADP vs XYZ
+637.1%
-318.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | +11.9% | +11.6% | +0.3% | +9.4% |
| 3M | +13.7% | +8.4% | +5.3% | +11.7% |
| 6M | +46.8% | +17.2% | +29.6% | +41.6% |
| YTD | +21.8% | +31.7% | -9.9% | +14.2% |
| 1Y | +23.5% | +30.1% | -6.5% | +15.8% |
| 3Y | +44.1% | +66.4% | -22.4% | +22.5% |
| 5Y | +49.9% | -62.2% | +112.0% | +57.6% |
| 10Y | +318.8% | +621.5% | -302.8% | +120.7% |
| All | +318.8% | +637.1% | -318.3% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling