+162.4%
ADM vs XRT
+123.1%
+39.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.6% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +11.0% | -5.6% | +16.7% | +13.2% |
| 3M | +6.0% | +2.5% | +3.5% | +4.6% |
| 6M | +26.9% | +3.7% | +23.3% | +24.4% |
| YTD | +50.0% | +1.0% | +49.0% | +48.3% |
| 1Y | +39.6% | -1.2% | +40.8% | +38.8% |
| 3Y | +18.5% | +43.4% | -24.8% | +0.7% |
| 5Y | +62.6% | -0.7% | +63.3% | +55.2% |
| 10Y | +162.4% | +123.7% | +38.7% | +54.7% |
| All | +162.4% | +123.1% | +39.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling