+37.7%
XLC vs ADM
+62.5%
-24.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.8% | +3.8% | -4.6% | -1.3% |
| 30D | +1.0% | +9.8% | -8.7% | -0.2% |
| 3M | -0.7% | +2.1% | -2.8% | -1.1% |
| 6M | -5.1% | +27.5% | -32.6% | -8.5% |
| YTD | -4.3% | +50.2% | -54.5% | -9.9% |
| 1Y | -0.6% | +40.6% | -41.2% | -5.6% |
| 3Y | +72.7% | +17.2% | +55.5% | +67.1% |
| All | +37.7% | +62.5% | -24.9% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling