+43.9%
XLB vs ADM
+6.8%
+37.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.5% | -9.0% | +7.5% | +0.2% |
| 30D | +6.1% | -14.0% | +20.0% | +8.9% |
| 3M | 0.0% | -9.2% | +9.2% | +1.5% |
| 6M | 0.0% | -9.2% | +9.1% | +1.2% |
| YTD | +16.0% | +24.2% | -8.2% | +10.2% |
| 1Y | +24.7% | +27.0% | -2.2% | +17.9% |
| All | +43.9% | +6.8% | +37.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling