+561.3%
XLP vs ADP
+1,685.5%
-1,124.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.1% |
| 7D | +3.5% | +7.4% | -3.9% | +1.2% |
| 30D | +11.6% | +17.1% | -5.5% | +6.2% |
| 3M | +7.6% | +14.4% | -6.8% | +3.1% |
| 6M | +10.0% | +47.9% | -37.9% | -3.1% |
| YTD | +19.7% | +22.1% | -2.3% | +11.3% |
| 1Y | +23.5% | +21.8% | +1.7% | +14.8% |
| 3Y | +44.0% | +50.5% | -6.5% | +24.3% |
| 5Y | +42.7% | +49.6% | -6.9% | +21.8% |
| 10Y | +131.3% | +329.3% | -197.9% | +38.6% |
| All | +561.3% | +1,685.5% | -1,124.2% | +149.1% |
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