+22.7%
XLP vs ADP
+26.1%
-3.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +2.5% | +2.2% | +0.4% | +2.2% |
| 30D | +7.3% | +10.6% | -3.3% | +5.9% |
| 3M | +8.1% | +12.9% | -4.8% | +6.3% |
| 6M | +10.5% | +50.6% | -40.2% | +8.3% |
| YTD | +21.2% | +23.2% | -2.0% | +20.5% |
| 1Y | +22.7% | +25.3% | -2.5% | +21.2% |
| All | +22.7% | +26.1% | -3.4% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling