+80.9%
XLI vs ADM
+67.1%
+13.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.0% |
| 7D | -0.6% | +1.4% | -1.9% | -0.9% |
| 30D | -6.9% | +8.2% | -15.2% | -8.5% |
| 3M | -1.9% | +8.7% | -10.6% | -3.9% |
| 6M | +1.0% | +29.1% | -28.1% | -5.0% |
| YTD | +11.3% | +53.7% | -42.3% | +0.5% |
| 1Y | +15.8% | +43.2% | -27.4% | +6.0% |
| 3Y | +69.8% | +21.4% | +48.4% | +60.2% |
| 5Y | +80.9% | +67.1% | +13.8% | +48.8% |
| All | +80.9% | +67.1% | +13.8% | +48.8% |
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