+133.8%
ADI vs PSX
+306.7%
-172.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -3.0% |
| 7D | +9.5% | +7.8% | +1.7% | +7.3% |
| 30D | -1.4% | -10.9% | +9.5% | +1.5% |
| 3M | +4.7% | +14.5% | -9.8% | +0.5% |
| 6M | -7.4% | +56.1% | -63.5% | -19.1% |
| YTD | +48.1% | +109.6% | -61.5% | +16.3% |
| 1Y | +69.6% | +95.5% | -25.9% | +36.2% |
| 3Y | +144.4% | +156.2% | -11.8% | +77.2% |
| All | +133.8% | +306.7% | -172.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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