+296.8%
ADM vs XHB
+170.3%
+126.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.6% |
| 30D | -14.7% | +7.1% | -21.8% | -17.1% |
| 3M | -10.4% | -6.0% | -4.5% | -8.8% |
| 6M | -10.9% | +2.1% | -13.0% | -12.9% |
| YTD | +26.0% | -0.6% | +26.6% | +23.6% |
| 1Y | +26.5% | -3.3% | +29.8% | +25.3% |
| 3Y | +8.2% | +34.1% | -25.9% | -8.7% |
| 5Y | +24.0% | +28.6% | -4.6% | +3.2% |
| 10Y | +128.4% | +235.0% | -106.7% | +23.6% |
| All | +296.8% | +170.3% | +126.5% | +95.0% |
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