+71.6%
ADI vs XLP
+22.3%
+49.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.3% | +2.3% | -8.6% | -5.5% |
| 30D | -3.2% | +9.1% | -12.3% | -0.8% |
| 3M | +2.8% | +7.9% | -5.1% | +5.1% |
| 6M | -5.0% | +9.6% | -14.6% | -2.6% |
| YTD | +46.3% | +19.4% | +26.9% | +47.3% |
| 1Y | +71.6% | +22.4% | +49.3% | +69.8% |
| All | +71.6% | +22.3% | +49.4% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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