+616.7%
ADI vs XYL
+149.5%
+467.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +1.3% | -1.2% | +2.6% | +2.0% |
| 30D | -6.0% | -13.2% | +7.2% | +2.4% |
| 3M | -7.7% | -0.2% | -7.6% | -8.4% |
| 6M | +14.0% | -12.5% | +26.5% | +22.4% |
| YTD | +34.4% | -20.9% | +55.3% | +52.6% |
| 1Y | +48.0% | -21.6% | +69.5% | +68.7% |
| 3Y | +113.3% | +16.1% | +97.2% | +89.1% |
| 5Y | +131.1% | -15.6% | +146.7% | +143.0% |
| All | +616.7% | +149.5% | +467.2% | +348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling