+133.6%
XLC vs ADM
+96.7%
+36.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -4.2% | -14.7% | +10.5% | -0.3% |
| 3M | -2.1% | -10.4% | +8.3% | +0.4% |
| 6M | -6.6% | -10.9% | +4.3% | -4.4% |
| YTD | -7.8% | +26.0% | -33.8% | -14.9% |
| 1Y | -4.1% | +26.5% | -30.6% | -11.7% |
| 3Y | +62.6% | +8.2% | +54.4% | +52.4% |
| 5Y | +39.6% | +24.0% | +15.6% | +17.7% |
| All | +133.6% | +96.7% | +36.8% | +45.4% |
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 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