+215.2%
XLY vs ADM
+177.9%
+37.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | -4.2% | +9.5% | -13.6% | -6.9% |
| 3M | -2.7% | +10.6% | -13.3% | -6.0% |
| 6M | -0.6% | +24.0% | -24.7% | -8.0% |
| YTD | -5.0% | +54.0% | -59.0% | -18.2% |
| 1Y | -4.1% | +45.3% | -49.4% | -16.2% |
| 3Y | +33.6% | +21.8% | +11.8% | +20.9% |
| 5Y | +28.7% | +66.8% | -38.1% | -1.6% |
| All | +215.2% | +177.9% | +37.3% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling