+79.3%
ADI vs XYL
-30.7%
+110.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -3.8% |
| 7D | -5.1% | +14.5% | -19.7% | -6.9% |
| 30D | -3.1% | -1.3% | -1.7% | -3.8% |
| 3M | +7.1% | -17.0% | +24.1% | +12.6% |
| 6M | +2.9% | -11.3% | +14.2% | +4.6% |
| YTD | +51.1% | -25.0% | +76.1% | +57.5% |
| 1Y | +79.3% | -31.5% | +110.9% | +106.8% |
| All | +79.3% | -30.7% | +110.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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