+1,472.6%
XLK vs ADP
+1,503.6%
-31.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.9% |
| 7D | +0.9% | -3.4% | +4.3% | +2.8% |
| 30D | +0.7% | +2.8% | -2.1% | -1.0% |
| 3M | -2.9% | +20.9% | -23.9% | -14.2% |
| 6M | +34.3% | +29.9% | +4.4% | +12.7% |
| YTD | +30.4% | +9.6% | +20.8% | +20.2% |
| 1Y | +43.4% | -5.3% | +48.6% | +42.9% |
| 3Y | +116.8% | +16.5% | +100.4% | +89.2% |
| 5Y | +144.0% | +49.4% | +94.6% | +83.8% |
| 10Y | +778.8% | +282.2% | +496.6% | +279.7% |
| All | +1,472.6% | +1,503.6% | -31.1% | +194.3% |
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 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