+891.0%
XLV vs ADM
+1,078.1%
-187.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -4.4% | +3.0% | -7.4% | -5.0% |
| 30D | -1.4% | +8.7% | -10.1% | -3.4% |
| 3M | +8.9% | +7.6% | +1.3% | +6.7% |
| 6M | +9.1% | +26.9% | -17.8% | +2.5% |
| YTD | +7.9% | +54.3% | -46.4% | -3.3% |
| 1Y | +22.7% | +45.7% | -22.9% | +11.2% |
| 3Y | +31.9% | +21.9% | +10.0% | +22.0% |
| 5Y | +34.9% | +67.2% | -32.3% | +13.7% |
| 10Y | +173.9% | +177.7% | -3.9% | +99.8% |
| All | +891.0% | +1,078.1% | -187.0% | +378.8% |
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