+373.2%
ADM vs XYL
+449.8%
-76.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +3.8% | -5.0% | +8.8% | +5.7% |
| 30D | +9.8% | -13.2% | +23.0% | +15.5% |
| 3M | +2.1% | -3.7% | +5.8% | +2.9% |
| 6M | +27.5% | -17.7% | +45.2% | +35.8% |
| YTD | +50.2% | -21.5% | +71.7% | +62.2% |
| 1Y | +40.6% | -24.5% | +65.1% | +53.8% |
| 3Y | +17.2% | +6.9% | +10.3% | +8.4% |
| 5Y | +61.9% | -18.1% | +80.0% | +63.9% |
| 10Y | +159.3% | +134.7% | +24.6% | +61.0% |
| All | +373.2% | +449.8% | -76.6% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling