+101.4%
XLP vs ADM
+159.1%
-57.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +3.8% | -4.8% | -2.0% |
| 30D | -0.9% | +9.8% | -10.6% | -3.5% |
| 3M | +3.8% | +2.1% | +1.7% | +2.9% |
| 6M | -1.7% | +27.5% | -29.2% | -9.0% |
| YTD | +10.3% | +50.2% | -40.0% | -2.7% |
| 1Y | +7.8% | +40.6% | -32.8% | -3.3% |
| 3Y | +27.2% | +17.2% | +10.0% | +18.0% |
| 5Y | +32.5% | +61.9% | -29.4% | +5.4% |
| All | +101.4% | +159.1% | -57.7% | +26.0% |
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