+23.5%
ADP vs XYZ
+29.3%
-5.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | +11.9% | +11.6% | +0.3% | +9.7% |
| 3M | +13.7% | +8.4% | +5.3% | +12.0% |
| 6M | +46.8% | +17.2% | +29.6% | +42.7% |
| YTD | +21.8% | +31.7% | -9.9% | +15.7% |
| 1Y | +23.5% | +30.1% | -6.5% | +17.4% |
| All | +23.5% | +29.3% | -5.8% | +17.4% |
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