+164.5%
XLB vs ADM
+171.4%
-6.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -2.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.5% |
| 30D | -3.4% | +8.2% | -11.6% | -6.6% |
| 3M | +1.6% | +8.7% | -7.1% | -2.4% |
| 6M | +3.6% | +29.1% | -25.4% | -8.0% |
| YTD | +14.2% | +53.7% | -39.4% | -6.0% |
| 1Y | +15.6% | +43.2% | -27.6% | -2.5% |
| 3Y | +33.1% | +21.4% | +11.7% | +17.0% |
| 5Y | +35.0% | +67.1% | -32.1% | -4.3% |
| 10Y | +164.5% | +176.6% | -12.0% | +35.0% |
| All | +164.5% | +171.4% | -6.9% | +35.0% |
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