+171.7%
ADM vs XYL
+149.5%
+22.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +3.0% | -1.2% | +4.2% | +3.4% |
| 30D | +8.7% | -13.2% | +21.9% | +14.1% |
| 3M | +7.6% | -0.2% | +7.8% | +7.0% |
| 6M | +26.9% | -12.5% | +39.4% | +31.8% |
| YTD | +54.3% | -20.9% | +75.2% | +65.8% |
| 1Y | +45.7% | -21.6% | +67.2% | +56.6% |
| 3Y | +21.9% | +16.1% | +5.8% | +8.5% |
| 5Y | +67.2% | -15.6% | +82.8% | +67.7% |
| All | +171.7% | +149.5% | +22.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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