+649.7%
XLU vs ADP
+1,447.8%
-798.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +2.0% |
| 7D | +2.1% | -5.5% | +7.6% | +4.0% |
| 30D | -0.4% | -1.2% | +0.9% | -0.1% |
| 3M | +0.5% | +17.9% | -17.4% | -5.4% |
| 6M | -5.8% | +20.3% | -26.1% | -12.5% |
| YTD | +3.1% | +5.8% | -2.7% | -0.2% |
| 1Y | +8.1% | -7.7% | +15.8% | +9.4% |
| 3Y | +50.5% | +14.7% | +35.8% | +40.1% |
| 5Y | +44.7% | +45.8% | -1.1% | +22.8% |
| 10Y | +136.8% | +270.5% | -133.7% | +45.2% |
| All | +649.7% | +1,447.8% | -798.1% | +187.4% |
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