+373.1%
ADM vs XHB
+173.9%
+199.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +3.8% | -1.3% | +5.1% | +4.2% |
| 30D | +9.8% | -6.9% | +16.6% | +12.5% |
| 3M | +2.1% | -1.3% | +3.4% | +1.8% |
| 6M | +27.5% | -6.8% | +34.3% | +29.1% |
| YTD | +50.2% | +0.7% | +49.5% | +47.2% |
| 1Y | +40.6% | -11.2% | +51.8% | +44.4% |
| 3Y | +17.2% | +25.3% | -8.1% | +1.9% |
| 5Y | +61.9% | +37.3% | +24.6% | +31.5% |
| 10Y | +159.3% | +211.5% | -52.2% | +44.8% |
| All | +373.1% | +173.9% | +199.2% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling