+35.8%
XLC vs ADM
+24.5%
+11.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +4.9% | -9.0% | +13.9% | +6.0% |
| 30D | -5.8% | -14.0% | +8.2% | -4.2% |
| 3M | -5.4% | -9.2% | +3.7% | -4.5% |
| 6M | -10.2% | -9.2% | -1.0% | -9.5% |
| YTD | -10.2% | +24.2% | -34.4% | -13.5% |
| 1Y | -5.6% | +27.0% | -32.6% | -9.5% |
| 3Y | +61.0% | +6.6% | +54.4% | +55.8% |
| All | +35.8% | +24.5% | +11.4% | +21.1% |
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