+48.9%
ADI vs XRT
-2.7%
+51.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.5% |
| 7D | +2.6% | -2.4% | +5.0% | +4.1% |
| 30D | -4.6% | -6.9% | +2.3% | -0.4% |
| 3M | -9.5% | -0.4% | -9.1% | -10.5% |
| 6M | +14.8% | +2.2% | +12.6% | +10.9% |
| YTD | +35.8% | -0.7% | +36.5% | +33.6% |
| 1Y | +48.9% | -2.0% | +50.9% | +44.6% |
| All | +48.9% | -2.7% | +51.6% | +44.6% |
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