+135.1%
ADI vs CLX
-37.0%
+172.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +2.6% | -4.9% | +7.6% | +3.3% |
| 30D | -4.6% | -15.8% | +11.2% | -2.6% |
| 3M | -9.5% | -7.9% | -1.6% | -8.7% |
| 6M | +14.8% | -19.0% | +33.9% | +17.9% |
| YTD | +35.8% | -7.9% | +43.8% | +36.9% |
| 1Y | +48.9% | -25.4% | +74.3% | +54.7% |
| 3Y | +115.6% | -35.0% | +150.6% | +126.3% |
| 5Y | +135.1% | -36.8% | +171.9% | +139.0% |
| All | +135.1% | -37.0% | +172.1% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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