+134.0%
XLC vs ADM
+92.1%
+41.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +6.2% | -1.8% | +8.1% | +6.7% |
| 30D | -2.4% | -13.3% | +10.9% | +1.2% |
| 3M | -3.3% | -13.4% | +10.0% | 0.0% |
| 6M | -7.3% | -9.6% | +2.3% | -5.6% |
| YTD | -7.6% | +23.0% | -30.7% | -14.2% |
| 1Y | -3.7% | +27.4% | -31.1% | -11.6% |
| 3Y | +62.9% | +5.7% | +57.2% | +53.6% |
| 5Y | +41.6% | +22.1% | +19.6% | +19.7% |
| All | +134.0% | +92.1% | +41.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling