+246.5%
XLF vs ADM
+178.5%
+68.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | +3.0% | -5.9% | -4.1% |
| 30D | -1.6% | +8.7% | -10.3% | -5.1% |
| 3M | +9.3% | +7.6% | +1.7% | +5.4% |
| 6M | +14.6% | +26.9% | -12.3% | +2.2% |
| YTD | +4.7% | +54.3% | -49.6% | -14.8% |
| 1Y | +8.6% | +45.7% | -37.0% | -9.8% |
| 3Y | +73.9% | +21.9% | +51.9% | +51.7% |
| 5Y | +65.0% | +67.2% | -2.1% | +11.8% |
| All | +246.5% | +178.5% | +68.1% | +62.3% |
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