+422.3%
XLF vs ADP
+1,503.6%
-1,081.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.5% |
| 7D | 0.0% | -3.4% | +3.4% | +2.1% |
| 30D | +0.2% | +2.8% | -2.6% | -1.6% |
| 3M | +11.7% | +20.9% | -9.2% | -1.4% |
| 6M | +13.8% | +29.9% | -16.1% | -5.0% |
| YTD | +7.0% | +9.6% | -2.6% | -1.0% |
| 1Y | +9.1% | -5.3% | +14.4% | +10.4% |
| 3Y | +75.6% | +16.5% | +59.1% | +54.2% |
| 5Y | +66.4% | +49.4% | +17.0% | +22.3% |
| 10Y | +250.3% | +282.2% | -31.9% | +36.8% |
| All | +422.3% | +1,503.6% | -1,081.4% | -11.7% |
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 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