+77.5%
ADI vs XLP
+22.6%
+54.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.4% |
| 30D | +0.7% | +8.3% | -7.6% | +3.1% |
| 3M | +6.5% | +8.7% | -2.2% | +9.2% |
| 6M | -2.7% | +11.2% | -13.8% | -0.7% |
| YTD | +52.2% | +20.0% | +32.2% | +53.3% |
| 1Y | +77.5% | +21.3% | +56.1% | +76.7% |
| All | +77.5% | +22.6% | +54.9% | +76.7% |
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