+579.4%
ADI vs CSX
+440.0%
+139.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +2.6% |
| 7D | -12.8% | -5.5% | -7.3% | -10.0% |
| 30D | -11.3% | +4.9% | -16.3% | -14.1% |
| 3M | -3.4% | -2.9% | -0.5% | -2.3% |
| 6M | -12.0% | +8.3% | -20.4% | -17.0% |
| YTD | +35.3% | +36.7% | -1.5% | +11.3% |
| 1Y | +58.1% | +41.5% | +16.6% | +27.6% |
| 3Y | +127.4% | +68.6% | +58.7% | +63.2% |
| 5Y | +114.6% | +48.4% | +66.1% | +63.5% |
| All | +579.4% | +440.0% | +139.4% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling