+139.9%
XLC vs ADM
+139.9%
-0.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.3% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | -0.9% | +8.2% | -9.1% | -3.0% |
| 3M | -0.3% | +8.7% | -9.0% | -2.9% |
| 6M | -5.2% | +29.1% | -34.3% | -12.3% |
| YTD | -5.3% | +53.7% | -59.0% | -16.9% |
| 1Y | -2.8% | +43.2% | -46.0% | -13.2% |
| 3Y | +71.2% | +21.4% | +49.8% | +57.6% |
| 5Y | +37.6% | +67.1% | -29.5% | +4.9% |
| All | +139.9% | +139.9% | -0.1% | +42.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling