+58.8%
XOM vs ADM
+20.9%
+37.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.5% |
| 7D | 0.0% | +1.4% | -1.3% | -0.3% |
| 30D | +3.4% | +8.2% | -4.8% | +1.1% |
| 3M | +11.0% | +8.7% | +2.3% | +8.3% |
| 6M | +10.6% | +29.1% | -18.5% | +3.0% |
| YTD | +39.2% | +53.7% | -14.4% | +24.0% |
| 1Y | +52.7% | +43.2% | +9.5% | +38.1% |
| All | +58.8% | +20.9% | +37.8% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling