+145.6%
XLK vs ADM
+67.3%
+78.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | -0.5% | +8.7% | -9.2% | -1.7% |
| 3M | +5.0% | +7.6% | -2.6% | +3.8% |
| 6M | +32.9% | +26.9% | +6.0% | +28.1% |
| YTD | +29.0% | +54.3% | -25.3% | +20.5% |
| 1Y | +37.8% | +45.7% | -7.8% | +29.7% |
| 3Y | +118.7% | +21.9% | +96.8% | +111.2% |
| 5Y | +145.6% | +67.2% | +78.4% | +116.8% |
| All | +145.6% | +67.3% | +78.3% | +116.8% |
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