+6.6%
ADM vs XRT
+49.6%
-43.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -9.0% | +0.9% | -9.9% | -9.2% |
| 30D | -14.0% | +7.9% | -21.9% | -15.2% |
| 3M | -9.2% | -0.2% | -9.0% | -9.2% |
| 6M | -9.2% | +5.6% | -14.7% | -10.4% |
| YTD | +24.2% | +5.7% | +18.5% | +22.3% |
| 1Y | +27.0% | +14.6% | +12.4% | +22.4% |
| 3Y | +6.6% | +50.7% | -44.1% | -5.5% |
| All | +6.6% | +49.6% | -43.0% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling