+14.1%
XLI vs ADP
-7.7%
+21.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.6% |
| 7D | -2.3% | -5.7% | +3.4% | -2.9% |
| 30D | -8.2% | -1.4% | -6.8% | -8.3% |
| 3M | +0.8% | +16.6% | -15.8% | +2.7% |
| 6M | +0.8% | +24.9% | -24.1% | +3.8% |
| YTD | +10.5% | +5.6% | +4.9% | +16.0% |
| 1Y | +14.1% | -6.0% | +20.2% | +22.3% |
| All | +14.1% | -7.7% | +21.9% | +22.3% |
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