+29.5%
XLB vs ADM
+29.8%
-0.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +3.9% | -8.3% | +12.2% | +5.2% |
| 30D | +8.9% | -14.1% | +23.0% | +11.3% |
| 3M | +4.1% | -10.7% | +14.9% | +5.7% |
| 6M | +7.3% | -5.9% | +13.2% | +7.4% |
| YTD | +20.4% | +25.8% | -5.4% | +12.7% |
| 1Y | +29.5% | +21.3% | +8.3% | +21.7% |
| All | +29.5% | +29.8% | -0.3% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling