-4.1%
XLC vs ADP
+22.7%
-26.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +7.1% | +1.1% | +6.0% | +6.9% |
| 30D | -2.7% | +11.5% | -14.2% | -4.6% |
| 3M | -3.2% | +12.0% | -15.2% | -5.1% |
| 6M | -7.7% | +43.8% | -51.5% | -12.1% |
| YTD | -8.0% | +20.1% | -28.0% | -9.0% |
| All | -4.1% | +22.7% | -26.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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