+279.0%
ADP vs XYZ
+580.4%
-301.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -5.7% | -3.7% | -2.0% | -5.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +15.6% | +16.3% | -0.7% | +12.2% |
| 6M | +20.8% | +21.1% | -0.3% | +15.9% |
| YTD | +4.7% | +22.0% | -17.2% | -0.1% |
| 1Y | -8.3% | +5.2% | -13.4% | -10.6% |
| 3Y | +13.6% | +49.6% | -36.0% | -1.6% |
| 5Y | +45.0% | -68.4% | +113.5% | +58.1% |
| 10Y | +279.0% | +604.5% | -325.5% | +90.5% |
| All | +279.0% | +580.4% | -301.4% | +90.5% |
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