+198.8%
ADM vs XRT
+529.0%
-330.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | -14.0% | +7.9% | -21.9% | -17.1% |
| 3M | -9.2% | -0.2% | -9.0% | -9.5% |
| 6M | -9.2% | +5.6% | -14.7% | -12.3% |
| YTD | +24.2% | +5.7% | +18.5% | +19.4% |
| 1Y | +27.0% | +14.6% | +12.4% | +17.4% |
| 3Y | +6.6% | +50.7% | -44.1% | -16.0% |
| 5Y | +25.0% | -4.8% | +29.8% | +18.8% |
| 10Y | +100.2% | +152.6% | -52.4% | +0.9% |
| All | +198.8% | +529.0% | -330.2% | -14.1% |
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