+151.3%
ADI vs CSX
+78.6%
+72.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +13.4% | +3.1% | +10.3% | +11.4% |
| 30D | -1.3% | +9.7% | -11.0% | -6.6% |
| 3M | +6.8% | +4.9% | +1.9% | +3.6% |
| 6M | -1.9% | +18.4% | -20.3% | -12.6% |
| YTD | +52.3% | +45.9% | +6.4% | +18.8% |
| 1Y | +71.6% | +50.0% | +21.7% | +31.6% |
| All | +151.3% | +78.6% | +72.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling