+42.0%
XLP vs ADM
+24.5%
+17.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +0.7% | -9.0% | +9.8% | +2.3% |
| 30D | +10.3% | -14.0% | +24.2% | +13.0% |
| 3M | +6.5% | -9.2% | +15.7% | +8.1% |
| 6M | +8.4% | -9.2% | +17.5% | +9.7% |
| YTD | +18.2% | +24.2% | -6.0% | +12.6% |
| 1Y | +22.4% | +27.0% | -4.5% | +16.1% |
| 3Y | +41.9% | +6.6% | +35.3% | +36.4% |
| All | +42.0% | +24.5% | +17.5% | +27.1% |
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 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