+1,101.4%
XLY vs ADP
+1,432.0%
-330.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -2.1% | -5.7% | +3.6% | +0.8% |
| 30D | -6.0% | -3.1% | -2.9% | -4.6% |
| 3M | -2.7% | +15.6% | -18.3% | -10.3% |
| 6M | -1.5% | +20.8% | -22.3% | -12.0% |
| YTD | -5.4% | +4.7% | -10.2% | -9.4% |
| 1Y | -3.8% | -8.3% | +4.5% | -1.6% |
| 3Y | +36.6% | +13.6% | +23.0% | +23.9% |
| 5Y | +27.4% | +45.0% | -17.7% | +1.5% |
| 10Y | +218.2% | +279.0% | -60.8% | +50.1% |
| All | +1,101.4% | +1,432.0% | -330.6% | +183.6% |
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