+62.6%
ADM vs XHB
+37.2%
+25.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | +11.0% | -9.1% | +20.1% | +13.0% |
| 3M | +6.0% | -2.3% | +8.3% | +5.9% |
| 6M | +26.9% | -4.1% | +31.0% | +27.0% |
| YTD | +50.0% | -1.7% | +51.7% | +49.0% |
| 1Y | +39.6% | -15.1% | +54.7% | +43.4% |
| 3Y | +18.5% | +26.8% | -8.3% | +9.1% |
| 5Y | +62.6% | +37.3% | +25.2% | +42.8% |
| All | +62.6% | +37.2% | +25.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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