+561.3%
XLP vs ADM
+855.2%
-293.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +3.5% | -7.5% | +11.0% | +5.3% |
| 30D | +11.6% | -14.3% | +25.8% | +15.5% |
| 3M | +7.6% | -8.6% | +16.2% | +9.6% |
| 6M | +10.0% | -9.9% | +19.9% | +12.1% |
| YTD | +19.7% | +25.1% | -5.4% | +12.6% |
| 1Y | +23.5% | +28.8% | -5.4% | +15.2% |
| 3Y | +44.0% | +6.9% | +37.1% | +37.3% |
| 5Y | +42.7% | +25.9% | +16.8% | +29.0% |
| 10Y | +131.3% | +101.7% | +29.7% | +82.8% |
| All | +561.3% | +855.2% | -293.9% | +220.0% |
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 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