+1,117.4%
XLI vs ADM
+1,046.9%
+70.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +3.8% | -4.8% | -2.3% |
| 30D | -5.9% | +9.8% | -15.7% | -9.0% |
| 3M | -0.3% | +2.1% | -2.4% | -1.4% |
| 6M | +0.1% | +27.5% | -27.4% | -8.7% |
| YTD | +13.6% | +50.2% | -36.6% | -2.1% |
| 1Y | +17.2% | +40.6% | -23.4% | +2.8% |
| 3Y | +68.2% | +17.2% | +51.0% | +51.9% |
| 5Y | +80.7% | +61.9% | +18.8% | +43.0% |
| 10Y | +253.3% | +159.3% | +94.0% | +133.8% |
| All | +1,117.4% | +1,046.9% | +70.5% | +383.2% |
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