+37.7%
XLC vs ADP
+49.8%
-12.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | -0.8% | -3.4% | +2.6% | +0.7% |
| 30D | +1.0% | +2.8% | -1.7% | -0.3% |
| 3M | -0.7% | +20.9% | -21.6% | -9.3% |
| 6M | -5.1% | +29.9% | -35.0% | -16.8% |
| YTD | -4.3% | +9.6% | -13.9% | -8.4% |
| 1Y | -0.6% | -5.3% | +4.7% | +2.8% |
| 3Y | +72.7% | +16.5% | +56.2% | +57.0% |
| All | +37.7% | +49.8% | -12.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling