+62.6%
ADM vs XYL
-14.7%
+77.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.7% |
| 7D | -0.1% | +1.8% | -1.9% | -0.4% |
| 30D | +11.0% | -9.2% | +20.2% | +13.1% |
| 3M | +6.0% | -0.3% | +6.3% | +5.6% |
| 6M | +26.9% | -11.0% | +37.9% | +29.4% |
| YTD | +50.0% | -19.2% | +69.2% | +56.1% |
| 1Y | +39.6% | -21.2% | +60.8% | +45.9% |
| 3Y | +18.5% | +18.6% | -0.1% | +9.0% |
| 5Y | +62.6% | -14.3% | +76.9% | +55.5% |
| All | +62.6% | -14.7% | +77.3% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling