+636.4%
ADI vs XRT
+120.9%
+515.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.6% |
| 7D | +2.6% | -2.4% | +5.0% | +4.2% |
| 30D | -4.6% | -6.9% | +2.3% | -0.3% |
| 3M | -9.5% | -0.4% | -9.1% | -9.8% |
| 6M | +14.8% | +2.2% | +12.6% | +12.5% |
| YTD | +35.8% | -0.7% | +36.5% | +35.5% |
| 1Y | +48.9% | -2.0% | +50.9% | +49.9% |
| 3Y | +115.6% | +41.0% | +74.5% | +72.2% |
| 5Y | +135.1% | -3.3% | +138.4% | +130.5% |
| 10Y | +636.4% | +124.8% | +511.6% | +260.2% |
| All | +636.4% | +120.9% | +515.5% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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