+261.4%
ADM vs XRT
+514.3%
-252.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +3.8% | +0.8% | +3.0% | +3.4% |
| 30D | +9.8% | -4.2% | +13.9% | +11.8% |
| 3M | +2.1% | +5.1% | -3.0% | -0.7% |
| 6M | +27.5% | +2.4% | +25.1% | +24.8% |
| YTD | +50.2% | +3.2% | +47.0% | +46.4% |
| 1Y | +40.6% | +1.5% | +39.1% | +37.6% |
| 3Y | +17.2% | +40.6% | -23.3% | -4.3% |
| 5Y | +61.9% | -1.0% | +62.9% | +50.5% |
| 10Y | +159.3% | +128.4% | +30.9% | +38.5% |
| All | +261.4% | +514.3% | -252.9% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling