+141.2%
ADI vs XRT
-1.7%
+142.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +1.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.6% |
| 30D | -6.6% | -5.6% | -0.9% | -2.9% |
| 3M | -9.8% | +2.5% | -12.3% | -12.0% |
| 6M | +15.7% | +3.7% | +12.0% | +11.9% |
| YTD | +35.1% | +1.0% | +34.2% | +33.1% |
| 1Y | +47.7% | -1.2% | +48.9% | +47.7% |
| 3Y | +114.5% | +43.4% | +71.1% | +66.3% |
| 5Y | +141.2% | -0.7% | +142.0% | +126.8% |
| All | +141.2% | -1.7% | +142.9% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling