+319.4%
ADI vs XLC
+143.7%
+175.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.8% |
| 7D | +0.4% | -0.8% | +1.3% | +1.2% |
| 30D | -3.8% | +1.0% | -4.8% | -5.0% |
| 3M | -15.3% | -0.7% | -14.6% | -15.5% |
| 6M | +6.7% | -5.1% | +11.8% | +11.1% |
| YTD | +34.8% | -4.3% | +39.0% | +38.8% |
| 1Y | +49.0% | -0.6% | +49.6% | +48.0% |
| 3Y | +108.1% | +72.7% | +35.4% | +22.3% |
| 5Y | +142.4% | +38.0% | +104.4% | +77.6% |
| All | +319.4% | +143.7% | +175.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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