+1,312.1%
ADI vs XYL
+449.8%
+862.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.8% |
| 7D | +0.4% | -5.0% | +5.5% | +3.4% |
| 30D | -3.8% | -13.2% | +9.4% | +4.2% |
| 3M | -15.3% | -3.7% | -11.5% | -14.0% |
| 6M | +6.7% | -17.7% | +24.4% | +18.4% |
| YTD | +34.8% | -21.5% | +56.3% | +52.6% |
| 1Y | +49.0% | -24.5% | +73.5% | +72.5% |
| 3Y | +108.1% | +6.9% | +101.1% | +95.9% |
| 5Y | +142.4% | -18.1% | +160.5% | +159.4% |
| 10Y | +589.9% | +134.7% | +455.2% | +316.4% |
| All | +1,312.1% | +449.8% | +862.3% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling