+13.6%
XLF vs ADP
+46.1%
-32.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.1% |
| 3M | +0.9% | +15.1% | -14.2% | -1.5% |
| 6M | +13.6% | +46.0% | -32.4% | +6.0% |
| All | +13.6% | +46.1% | -32.4% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling