+261.4%
ADM vs XME
+242.3%
+19.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.8% | -0.1% | +3.9% | +3.7% |
| 30D | +9.8% | +6.0% | +3.8% | +6.7% |
| 3M | +2.1% | -7.7% | +9.9% | +4.4% |
| 6M | +27.5% | +1.0% | +26.5% | +24.5% |
| YTD | +50.2% | +14.6% | +35.6% | +38.0% |
| 1Y | +40.6% | +46.0% | -5.4% | +15.1% |
| 3Y | +17.2% | +127.0% | -109.8% | -22.8% |
| 5Y | +61.9% | +175.8% | -113.9% | -4.9% |
| 10Y | +159.3% | +414.6% | -255.4% | +6.9% |
| All | +261.4% | +242.3% | +19.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling