+77.5%
ADI vs XRT
+15.4%
+62.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +0.7% | -1.4% | +2.1% | +1.4% |
| 30D | +0.7% | +9.8% | -9.1% | -3.8% |
| 3M | +6.5% | +3.3% | +3.2% | +5.3% |
| 6M | -2.7% | +13.6% | -16.3% | -10.8% |
| YTD | +52.2% | +9.1% | +43.1% | +41.8% |
| 1Y | +77.5% | +15.1% | +62.4% | +56.8% |
| All | +77.5% | +15.4% | +62.0% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling