+131.1%
ADI vs XYZ
-68.7%
+199.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.3% | -5.2% | +6.5% | +2.7% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -7.7% | +18.7% | -26.4% | -12.2% |
| 6M | +14.0% | +20.5% | -6.6% | +7.5% |
| YTD | +34.4% | +21.5% | +12.9% | +25.3% |
| 1Y | +48.0% | +7.2% | +40.7% | +41.8% |
| 3Y | +113.3% | +49.0% | +64.3% | +77.0% |
| 5Y | +131.1% | -68.1% | +199.2% | +155.5% |
| All | +131.1% | -68.7% | +199.8% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling