+508.9%
XLP vs ADM
+1,046.9%
-537.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +3.8% | -4.8% | -1.9% |
| 30D | -0.9% | +9.8% | -10.6% | -3.1% |
| 3M | +3.8% | +2.1% | +1.7% | +3.0% |
| 6M | -1.7% | +27.5% | -29.2% | -7.7% |
| YTD | +10.3% | +50.2% | -40.0% | -0.4% |
| 1Y | +7.8% | +40.6% | -32.8% | -1.4% |
| 3Y | +27.2% | +17.2% | +10.0% | +18.9% |
| 5Y | +32.5% | +61.9% | -29.4% | +13.1% |
| 10Y | +101.8% | +159.3% | -57.5% | +50.8% |
| All | +508.9% | +1,046.9% | -537.9% | +182.9% |
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