+651.5%
ADI vs XYZ
+610.4%
+41.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +4.6% | -4.3% | +8.9% | +5.8% |
| 30D | -1.2% | +1.2% | -2.4% | -1.7% |
| 3M | -7.8% | +14.6% | -22.5% | -11.8% |
| 6M | +19.3% | +22.6% | -3.2% | +11.6% |
| YTD | +40.9% | +21.7% | +19.2% | +30.5% |
| 1Y | +54.5% | +6.7% | +47.8% | +47.7% |
| 3Y | +123.4% | +46.8% | +76.6% | +83.9% |
| 5Y | +142.3% | -68.0% | +210.4% | +176.6% |
| All | +651.5% | +610.4% | +41.1% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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