+45.7%
ADM vs XME
+37.7%
+8.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.7% |
| 7D | +3.0% | -3.0% | +6.0% | +3.2% |
| 30D | +8.7% | -2.6% | +11.3% | +8.8% |
| 3M | +7.6% | +2.2% | +5.5% | +7.1% |
| 6M | +26.9% | +0.7% | +26.2% | +25.8% |
| YTD | +54.3% | +10.9% | +43.4% | +51.6% |
| 1Y | +45.7% | +35.7% | +10.0% | +55.0% |
| All | +45.7% | +37.7% | +8.0% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling