+4,261.5%
XOM vs ADM
+1,908.9%
+2,352.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | +3.8% | -2.0% | +0.5% |
| 30D | +5.9% | +9.8% | -3.9% | +2.6% |
| 3M | +5.6% | +2.1% | +3.4% | +4.7% |
| 6M | +7.9% | +27.5% | -19.6% | -0.9% |
| YTD | +35.2% | +50.2% | -15.0% | +17.6% |
| 1Y | +46.0% | +40.6% | +5.4% | +29.4% |
| 3Y | +55.0% | +17.2% | +37.8% | +42.0% |
| 5Y | +246.3% | +61.9% | +184.4% | +184.3% |
| 10Y | +181.0% | +159.3% | +21.7% | +98.8% |
| All | +4,261.5% | +1,908.9% | +2,352.6% | +1,765.3% |
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