+94.5%
XLK vs ADP
+46.4%
+48.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | +3.4% | +2.2% | +1.2% | +3.3% |
| 30D | -10.6% | +10.6% | -21.1% | -11.3% |
| 3M | -10.6% | +12.9% | -23.6% | -11.5% |
| 6M | -3.5% | +50.6% | -54.1% | -10.4% |
| YTD | +18.7% | +23.2% | -4.5% | +18.4% |
| 1Y | +19.4% | +25.3% | -5.8% | +18.1% |
| 3Y | +94.5% | +47.1% | +47.3% | +89.9% |
| All | +94.5% | +46.4% | +48.0% | +89.9% |
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