+351.0%
ADP vs XYZ
+664.1%
-313.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.7% |
| 7D | +3.2% | +12.6% | -9.4% | +0.9% |
| 30D | +12.8% | +10.8% | +2.0% | +10.5% |
| 3M | +12.3% | +8.4% | +4.0% | +10.4% |
| 6M | +45.4% | +14.3% | +31.1% | +41.1% |
| YTD | +21.4% | +31.5% | -10.1% | +14.2% |
| 1Y | +23.7% | +28.1% | -4.4% | +16.6% |
| 3Y | +43.6% | +66.2% | -22.5% | +23.2% |
| 5Y | +48.7% | -62.3% | +111.0% | +55.3% |
| 10Y | +316.1% | +634.6% | -318.5% | +146.8% |
| All | +351.0% | +664.1% | -313.1% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling