+788.5%
XLK vs ADP
+286.3%
+502.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | +0.2% | -2.8% | +3.0% | +1.7% |
| 30D | -0.6% | +0.2% | -0.9% | -1.0% |
| 3M | +2.6% | +20.5% | -17.9% | -9.2% |
| 6M | +34.0% | +28.8% | +5.2% | +12.7% |
| YTD | +30.7% | +6.6% | +24.0% | +22.8% |
| 1Y | +39.2% | -6.9% | +46.1% | +41.6% |
| 3Y | +120.4% | +16.1% | +104.3% | +91.6% |
| 5Y | +148.8% | +49.3% | +99.5% | +82.7% |
| All | +788.5% | +286.3% | +502.2% | +320.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling