+1,117.4%
XLI vs ADP
+1,503.6%
-386.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | -1.1% | -3.4% | +2.4% | +0.7% |
| 30D | -5.9% | +2.8% | -8.7% | -7.4% |
| 3M | -0.3% | +20.9% | -21.2% | -10.3% |
| 6M | +0.1% | +29.9% | -29.7% | -14.2% |
| YTD | +13.6% | +9.6% | +3.9% | +5.7% |
| 1Y | +17.2% | -5.3% | +22.5% | +17.3% |
| 3Y | +68.2% | +16.5% | +51.7% | +49.9% |
| 5Y | +80.7% | +49.4% | +31.3% | +39.7% |
| 10Y | +253.3% | +282.2% | -28.9% | +64.9% |
| All | +1,117.4% | +1,503.6% | -386.2% | +197.2% |
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