+10.2%
XLF vs ADP
+24.2%
-14.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +6.2% | +11.6% | -5.4% | +3.6% |
| 3M | +0.9% | +15.1% | -14.2% | -2.3% |
| 6M | +13.6% | +46.0% | -32.4% | +3.5% |
| YTD | +7.6% | +22.4% | -14.8% | +5.8% |
| 1Y | +10.2% | +24.5% | -14.3% | +6.7% |
| All | +10.2% | +24.2% | -14.0% | +6.7% |
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