+833.6%
XLB vs ADM
+846.7%
-13.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -1.4% | -7.8% | +6.5% | +1.7% |
| 30D | +7.1% | -12.6% | +19.7% | +12.6% |
| 3M | +0.6% | -8.2% | +8.8% | +3.4% |
| 6M | +3.5% | -8.9% | +12.4% | +6.2% |
| YTD | +18.2% | +24.0% | -5.8% | +7.2% |
| 1Y | +25.6% | +26.2% | -0.5% | +12.9% |
| 3Y | +46.7% | +7.0% | +39.7% | +35.2% |
| 5Y | +30.9% | +24.9% | +6.0% | +11.4% |
| 10Y | +167.7% | +102.6% | +65.1% | +84.6% |
| All | +833.6% | +846.7% | -13.1% | +260.7% |
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 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