+820.5%
XLB vs ADM
+1,046.9%
-226.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.4% | +3.8% | -5.2% | -2.8% |
| 30D | -0.4% | +9.8% | -10.1% | -4.1% |
| 3M | +2.0% | +2.1% | -0.2% | +0.6% |
| 6M | +1.8% | +27.5% | -25.7% | -8.2% |
| YTD | +16.6% | +50.2% | -33.6% | -1.5% |
| 1Y | +16.9% | +40.6% | -23.7% | +0.9% |
| 3Y | +32.6% | +17.2% | +15.3% | +18.4% |
| 5Y | +35.6% | +61.9% | -26.2% | +4.6% |
| 10Y | +160.0% | +159.3% | +0.7% | +63.4% |
| All | +820.5% | +1,046.9% | -226.4% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling