+1,477.5%
XLK vs ADM
+1,045.4%
+432.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -0.1% | +11.0% | -11.1% | -3.2% |
| 3M | +2.1% | +6.0% | -3.9% | 0.0% |
| 6M | +37.2% | +26.9% | +10.3% | +27.2% |
| YTD | +30.8% | +50.0% | -19.2% | +15.2% |
| 1Y | +42.6% | +39.6% | +3.0% | +27.7% |
| 3Y | +121.8% | +18.5% | +103.3% | +102.1% |
| 5Y | +145.7% | +62.6% | +83.1% | +99.5% |
| 10Y | +782.1% | +162.4% | +619.7% | +505.9% |
| All | +1,477.5% | +1,045.4% | +432.1% | +623.1% |
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