+41,876.5%
ADI vs CSX
+10,737.9%
+31,138.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.3% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | +0.7% | +8.7% | -8.0% | -3.0% |
| 3M | +6.5% | +4.2% | +2.3% | +4.3% |
| 6M | -2.7% | +16.7% | -19.3% | -9.5% |
| YTD | +52.2% | +44.5% | +7.7% | +29.3% |
| 1Y | +77.5% | +50.3% | +27.2% | +48.3% |
| 3Y | +148.8% | +76.3% | +72.5% | +93.3% |
| 5Y | +142.9% | +58.1% | +84.7% | +96.7% |
| 10Y | +653.2% | +416.4% | +236.8% | +275.3% |
| All | +41,876.5% | +10,737.9% | +31,138.6% | +5,578.8% |
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