-3.7%
XLC vs ADM
+25.0%
-28.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | +6.2% | -1.8% | +8.1% | +6.2% |
| 30D | -2.4% | -13.3% | +10.9% | -2.5% |
| 3M | -3.3% | -13.4% | +10.0% | -3.4% |
| 6M | -7.3% | -9.6% | +2.3% | -7.4% |
| YTD | -7.6% | +23.0% | -30.7% | -8.8% |
| 1Y | -3.7% | +27.4% | -31.1% | -5.7% |
| All | -3.7% | +25.0% | -28.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling