+71.5%
XLI vs ADM
+11.2%
+60.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +3.8% | +4.2% | -0.4% | +3.4% |
| 30D | +1.0% | -12.8% | +13.9% | +2.4% |
| 3M | -8.9% | -8.5% | -0.4% | -8.3% |
| 6M | -2.3% | -10.9% | +8.6% | -1.4% |
| YTD | +9.7% | +29.4% | -19.7% | +5.3% |
| 1Y | +12.3% | +27.5% | -15.2% | +7.9% |
| 3Y | +71.5% | +10.3% | +61.1% | +62.4% |
| All | +71.5% | +11.2% | +60.3% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling