+508.9%
XLP vs ADP
+1,503.6%
-994.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.0% | -3.4% | +2.4% | +0.1% |
| 30D | -0.9% | +2.8% | -3.7% | -1.8% |
| 3M | +3.8% | +20.9% | -17.1% | -2.4% |
| 6M | -1.7% | +29.9% | -31.6% | -10.1% |
| YTD | +10.3% | +9.6% | +0.6% | +6.1% |
| 1Y | +7.8% | -5.3% | +13.1% | +8.6% |
| 3Y | +27.2% | +16.5% | +10.7% | +19.0% |
| 5Y | +32.5% | +49.4% | -16.9% | +13.1% |
| 10Y | +101.8% | +282.2% | -180.4% | +25.4% |
| All | +508.9% | +1,503.6% | -994.7% | +137.4% |
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