+144.4%
ADI vs XYZ
+66.0%
+78.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.4% |
| 7D | +9.5% | -1.1% | +10.5% | +9.7% |
| 30D | -1.4% | +11.5% | -12.9% | -4.1% |
| 3M | +4.7% | +1.8% | +2.9% | +3.9% |
| 6M | -7.4% | +21.2% | -28.6% | -12.6% |
| YTD | +48.1% | +29.9% | +18.1% | +35.9% |
| 1Y | +69.6% | +35.8% | +33.9% | +53.5% |
| 3Y | +144.4% | +62.6% | +81.8% | +98.2% |
| All | +144.4% | +66.0% | +78.4% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling