+45.8%
ADP vs XYZ
-69.7%
+115.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.0% |
| 7D | -5.5% | +2.9% | -8.3% | -5.9% |
| 30D | -1.2% | +1.4% | -2.6% | -1.5% |
| 3M | +17.9% | +14.6% | +3.3% | +15.3% |
| 6M | +20.3% | +20.8% | -0.4% | +16.5% |
| YTD | +5.8% | +23.1% | -17.2% | +1.8% |
| 1Y | -7.7% | +5.6% | -13.4% | -9.6% |
| 3Y | +14.7% | +50.9% | -36.2% | +2.1% |
| 5Y | +45.8% | -68.6% | +114.3% | +47.8% |
| All | +45.8% | -69.7% | +115.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling