+1,080.1%
XLI vs ADP
+1,690.1%
-610.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.1% |
| 30D | +0.5% | +11.6% | -11.1% | -5.2% |
| 3M | -8.6% | +15.1% | -23.7% | -15.3% |
| 6M | -2.3% | +46.0% | -48.4% | -20.8% |
| YTD | +10.1% | +22.4% | -12.3% | -3.5% |
| 1Y | +11.0% | +24.5% | -13.5% | -3.6% |
| 3Y | +72.3% | +44.8% | +27.5% | +37.2% |
| 5Y | +70.8% | +49.1% | +21.8% | +31.9% |
| 10Y | +228.7% | +320.9% | -92.2% | +45.7% |
| All | +1,080.1% | +1,690.1% | -610.0% | +171.4% |
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 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