+788.5%
XLK vs ADM
+177.9%
+610.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | -0.6% | +9.5% | -10.1% | -3.4% |
| 3M | +2.6% | +10.6% | -8.1% | -0.9% |
| 6M | +34.0% | +24.0% | +9.9% | +24.5% |
| YTD | +30.7% | +54.0% | -23.3% | +13.1% |
| 1Y | +39.2% | +45.3% | -6.1% | +22.0% |
| 3Y | +120.4% | +21.8% | +98.7% | +100.1% |
| 5Y | +148.8% | +66.8% | +82.0% | +87.7% |
| All | +788.5% | +177.9% | +610.6% | +399.8% |
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 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