+37,071.1%
ADI vs CSX
+10,217.9%
+26,853.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | +0.4% | -3.4% | +3.8% | +1.9% |
| 30D | -3.8% | -3.1% | -0.7% | -2.5% |
| 3M | -15.3% | +7.2% | -22.4% | -18.0% |
| 6M | +6.7% | +16.2% | -9.5% | -0.2% |
| YTD | +34.8% | +37.5% | -2.8% | +17.2% |
| 1Y | +49.0% | +53.2% | -4.2% | +23.7% |
| 3Y | +108.1% | +68.2% | +39.8% | +65.4% |
| 5Y | +142.4% | +65.2% | +77.2% | +93.3% |
| 10Y | +589.9% | +504.1% | +85.8% | +224.7% |
| All | +37,071.1% | +10,217.9% | +26,853.3% | +5,051.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling