+134.2%
ADI vs NXT
+229.3%
-95.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.6% |
| 7D | -6.3% | +4.0% | -10.3% | -7.1% |
| 30D | -3.2% | +15.9% | -19.1% | -6.3% |
| 3M | +2.8% | -3.0% | +5.8% | +2.7% |
| 6M | -5.0% | -20.7% | +15.7% | -2.2% |
| YTD | +46.3% | +14.6% | +31.7% | +40.4% |
| 1Y | +71.6% | -7.1% | +78.7% | +69.9% |
| 3Y | +139.2% | +189.4% | -50.2% | +83.7% |
| All | +134.2% | +229.3% | -95.2% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling