+1,331.5%
XLK vs ADP
+1,701.7%
-370.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | +3.4% | +2.2% | +1.2% | +2.1% |
| 30D | -10.6% | +10.6% | -21.1% | -15.9% |
| 3M | -10.6% | +12.9% | -23.6% | -17.3% |
| 6M | -3.5% | +50.6% | -54.1% | -25.4% |
| YTD | +18.7% | +23.2% | -4.5% | +1.6% |
| 1Y | +19.4% | +25.3% | -5.8% | +1.1% |
| 3Y | +94.5% | +47.1% | +47.3% | +47.9% |
| 5Y | +111.2% | +50.1% | +61.2% | +57.8% |
| 10Y | +707.2% | +323.6% | +383.6% | +226.9% |
| All | +1,331.5% | +1,701.7% | -370.2% | +148.9% |
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 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