+636.4%
ADI vs XLB
+158.8%
+477.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.6% |
| 7D | +2.6% | -2.9% | +5.6% | +5.7% |
| 30D | -4.6% | -3.4% | -1.3% | -1.4% |
| 3M | -9.5% | +1.6% | -11.1% | -11.3% |
| 6M | +14.8% | +3.6% | +11.2% | +10.5% |
| YTD | +35.8% | +14.2% | +21.6% | +18.5% |
| 1Y | +48.9% | +15.6% | +33.4% | +28.5% |
| 3Y | +115.6% | +33.1% | +82.5% | +63.9% |
| 5Y | +135.1% | +35.0% | +100.1% | +76.7% |
| 10Y | +636.4% | +164.5% | +471.9% | +202.3% |
| All | +636.4% | +158.8% | +477.7% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling