+307.4%
ADP vs XYZ
+638.9%
-331.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | -1.0% | -2.5% | -3.3% |
| 30D | +2.8% | -1.7% | +4.5% | +3.0% |
| 3M | +20.9% | +16.7% | +4.2% | +17.4% |
| 6M | +29.9% | +26.9% | +3.0% | +23.9% |
| YTD | +9.6% | +27.1% | -17.5% | +4.0% |
| 1Y | -5.3% | +9.3% | -14.5% | -8.2% |
| 3Y | +16.5% | +42.3% | -25.8% | +2.7% |
| 5Y | +49.4% | -69.3% | +118.7% | +62.2% |
| 10Y | +282.2% | +586.8% | -304.6% | +129.0% |
| All | +307.4% | +638.9% | -331.6% | +141.5% |
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 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