+261.8%
XOM vs ADM
+67.1%
+194.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.5% |
| 30D | +3.4% | +8.2% | -4.8% | +0.3% |
| 3M | +11.0% | +8.7% | +2.3% | +7.3% |
| 6M | +10.6% | +29.1% | -18.5% | -0.2% |
| YTD | +39.2% | +53.7% | -14.4% | +17.4% |
| 1Y | +52.7% | +43.2% | +9.5% | +31.8% |
| 3Y | +56.8% | +21.4% | +35.4% | +42.7% |
| 5Y | +261.8% | +67.1% | +194.7% | +172.1% |
| All | +261.8% | +67.1% | +194.7% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling