+142.5%
XLC vs ADP
+139.3%
+3.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | -0.8% | -3.4% | +2.6% | +0.9% |
| 30D | +1.0% | +2.8% | -1.7% | -0.4% |
| 3M | -0.7% | +20.9% | -21.6% | -10.2% |
| 6M | -5.1% | +29.9% | -35.0% | -18.0% |
| YTD | -4.3% | +9.6% | -13.9% | -9.7% |
| 1Y | -0.6% | -5.3% | +4.7% | +1.3% |
| 3Y | +72.7% | +16.5% | +56.2% | +55.0% |
| 5Y | +38.0% | +49.4% | -11.4% | +6.6% |
| All | +142.5% | +139.3% | +3.2% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling