+3.8%
ADM vs XE
-62.6%
+66.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | +0.2% |
| 7D | +0.7% | +25.1% | -24.4% | +1.6% |
| 30D | -14.7% | -11.5% | -3.2% | -14.8% |
| 3M | -10.4% | -44.7% | +34.2% | -11.9% |
| 6M | -10.9% | -64.5% | +53.6% | -12.7% |
| All | +3.8% | -62.6% | +66.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling