+18.5%
ADM vs XME
+136.1%
-117.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | -0.1% | +3.6% | -3.7% | -0.8% |
| 30D | +11.0% | +3.6% | +7.4% | +10.0% |
| 3M | +6.0% | +1.2% | +4.8% | +5.4% |
| 6M | +26.9% | +9.0% | +17.9% | +23.3% |
| YTD | +50.0% | +15.9% | +34.1% | +42.7% |
| 1Y | +39.6% | +43.2% | -3.6% | +24.2% |
| 3Y | +18.5% | +137.4% | -118.8% | -12.0% |
| All | +18.5% | +136.1% | -117.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling