+649.7%
XLU vs ADM
+1,045.4%
-395.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -0.4% | +11.0% | -11.4% | -3.1% |
| 3M | +0.5% | +6.0% | -5.5% | -1.2% |
| 6M | -5.8% | +26.9% | -32.7% | -11.8% |
| YTD | +3.1% | +50.0% | -46.9% | -7.6% |
| 1Y | +8.1% | +39.6% | -31.5% | -1.6% |
| 3Y | +50.5% | +18.5% | +32.0% | +39.6% |
| 5Y | +44.7% | +62.6% | -17.9% | +21.7% |
| 10Y | +136.8% | +162.4% | -25.6% | +72.0% |
| All | +649.7% | +1,045.4% | -395.6% | +244.5% |
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