+1.0%
XLU vs ADM
+29.8%
-28.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.6% | -8.3% | +10.9% | +3.4% |
| 30D | +9.1% | -14.1% | +23.2% | +10.5% |
| 3M | -0.4% | -10.7% | +10.3% | +0.6% |
| 6M | -4.7% | -5.9% | +1.3% | -4.5% |
| YTD | +4.3% | +25.8% | -21.5% | 0.0% |
| 1Y | +1.0% | +21.3% | -20.3% | -3.0% |
| All | +1.0% | +29.8% | -28.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling