+37,071.1%
ADI vs CLX
+2,386.6%
+34,684.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +0.4% | -9.2% | +9.7% | +2.8% |
| 30D | -3.8% | -11.0% | +7.3% | -1.1% |
| 3M | -15.3% | +5.0% | -20.3% | -16.9% |
| 6M | +6.7% | -18.8% | +25.5% | +11.3% |
| YTD | +34.8% | -4.4% | +39.2% | +34.8% |
| 1Y | +49.0% | -21.9% | +70.9% | +56.5% |
| 3Y | +108.1% | -32.8% | +140.8% | +124.4% |
| 5Y | +142.4% | -34.6% | +177.0% | +157.9% |
| 10Y | +589.9% | -4.7% | +594.6% | +535.5% |
| All | +37,071.1% | +2,386.6% | +34,684.5% | +11,042.0% |
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 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