+17.2%
XLI vs ADP
-4.5%
+21.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.2% |
| 7D | -1.1% | -3.4% | +2.4% | -1.5% |
| 30D | -5.9% | +2.8% | -8.7% | -5.6% |
| 3M | -0.3% | +20.9% | -21.2% | +2.0% |
| 6M | +0.1% | +29.9% | -29.7% | +3.4% |
| YTD | +13.6% | +9.6% | +3.9% | +19.6% |
| 1Y | +17.2% | -5.3% | +22.5% | +26.4% |
| All | +17.2% | -4.5% | +21.7% | +26.4% |
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