+1,869.2%
ADI vs XRT
+549.7%
+1,319.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -6.3% | +4.1% | -10.4% | -8.7% |
| 30D | -3.2% | +9.9% | -13.1% | -9.3% |
| 3M | +2.8% | +2.3% | +0.5% | +0.7% |
| 6M | -5.0% | +9.6% | -14.6% | -11.6% |
| YTD | +46.3% | +9.1% | +37.2% | +36.6% |
| 1Y | +71.6% | +16.2% | +55.4% | +53.9% |
| 3Y | +139.2% | +60.1% | +79.1% | +74.0% |
| 5Y | +136.4% | -0.5% | +136.9% | +128.0% |
| 10Y | +636.2% | +145.1% | +491.1% | +255.0% |
| All | +1,869.2% | +549.7% | +1,319.6% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling