+151.2%
ADI vs BOXX
+18.5%
+132.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -1.2% | +0.3% | -1.5% | -0.7% |
| 3M | -7.8% | +1.0% | -8.9% | -6.4% |
| 6M | +19.3% | +1.9% | +17.4% | +22.8% |
| YTD | +40.9% | +2.7% | +38.2% | +46.5% |
| 1Y | +54.5% | +4.0% | +50.5% | +64.9% |
| 3Y | +123.4% | +14.7% | +108.8% | +223.6% |
| All | +151.2% | +18.5% | +132.7% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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