+1,537.1%
SOXX vs ADM
+177.9%
+1,359.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | +2.5% | -1.1% | +0.4% |
| 30D | -3.6% | +9.5% | -13.0% | -7.0% |
| 3M | -10.2% | +10.6% | -20.8% | -13.9% |
| 6M | +54.2% | +24.0% | +30.2% | +40.7% |
| YTD | +75.2% | +54.0% | +21.3% | +46.3% |
| 1Y | +107.5% | +45.3% | +62.2% | +76.0% |
| 3Y | +226.8% | +21.8% | +205.0% | +189.0% |
| 5Y | +251.2% | +66.8% | +184.4% | +150.5% |
| All | +1,537.1% | +177.9% | +1,359.3% | +754.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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