+40,736.5%
ADI vs CLX
+2,867.3%
+37,869.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -3.0% |
| 7D | +9.5% | +9.5% | 0.0% | +7.1% |
| 30D | -1.4% | +30.7% | -32.1% | -7.8% |
| 3M | +4.7% | +4.2% | +0.5% | +3.3% |
| 6M | -7.4% | +22.1% | -29.5% | -12.8% |
| YTD | +48.1% | +14.1% | +34.0% | +41.4% |
| 1Y | +69.6% | +10.3% | +59.3% | +63.3% |
| 3Y | +144.4% | -7.8% | +152.2% | +143.1% |
| 5Y | +134.1% | -20.8% | +155.0% | +137.1% |
| 10Y | +632.8% | +31.9% | +600.9% | +518.0% |
| All | +40,736.5% | +2,867.3% | +37,869.2% | +11,586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling