+28.4%
XLY vs ADP
+48.1%
-19.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -1.7% | -2.8% | +1.1% | -0.4% |
| 30D | -4.2% | +0.2% | -4.4% | -4.4% |
| 3M | -2.7% | +20.5% | -23.2% | -11.9% |
| 6M | -0.6% | +28.8% | -29.4% | -14.0% |
| YTD | -5.0% | +6.6% | -11.6% | -8.3% |
| 1Y | -4.1% | -6.9% | +2.8% | +0.4% |
| 3Y | +33.6% | +16.1% | +17.5% | +20.2% |
| All | +28.4% | +48.1% | -19.7% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling