+120.7%
XLK vs ADP
+13.6%
+107.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.3% | -5.7% | +8.0% | +3.1% |
| 30D | +0.8% | -3.1% | +3.9% | +1.2% |
| 3M | +4.1% | +15.6% | -11.5% | +0.9% |
| 6M | +34.8% | +20.8% | +13.9% | +29.1% |
| YTD | +30.8% | +4.7% | +26.1% | +31.6% |
| 1Y | +42.4% | -8.3% | +50.6% | +50.8% |
| All | +120.7% | +13.6% | +107.1% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling