+72.2%
ADI vs XLP
+22.1%
+50.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +8.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.3% |
| 30D | -2.8% | +8.9% | -11.8% | -0.5% |
| 3M | +1.5% | +7.5% | -6.0% | +3.8% |
| 6M | -4.7% | +9.4% | -14.1% | -2.3% |
| YTD | +46.8% | +19.3% | +27.6% | +47.8% |
| All | +72.2% | +22.1% | +50.1% | +70.3% |
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