+79.3%
ADI vs XLB
+29.8%
+49.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -5.2% |
| 7D | -5.1% | +3.9% | -9.1% | -8.3% |
| 30D | -3.1% | +8.9% | -12.0% | -10.1% |
| 3M | +7.1% | +4.1% | +3.0% | +3.2% |
| 6M | +2.9% | +7.3% | -4.4% | -3.6% |
| YTD | +51.1% | +20.4% | +30.8% | +25.6% |
| 1Y | +79.3% | +29.5% | +49.8% | +35.5% |
| All | +79.3% | +29.8% | +49.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling