+422.3%
XLF vs ADM
+1,046.9%
-624.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | +3.8% | -3.8% | -1.6% |
| 30D | +0.2% | +9.8% | -9.6% | -3.9% |
| 3M | +11.7% | +2.1% | +9.6% | +10.1% |
| 6M | +13.8% | +27.5% | -13.7% | +1.3% |
| YTD | +7.0% | +50.2% | -43.2% | -11.6% |
| 1Y | +9.1% | +40.6% | -31.5% | -7.7% |
| 3Y | +75.6% | +17.2% | +58.4% | +53.8% |
| 5Y | +66.4% | +61.9% | +4.5% | +22.8% |
| 10Y | +250.3% | +159.3% | +91.0% | +106.4% |
| All | +422.3% | +1,046.9% | -624.6% | +58.5% |
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