+650.0%
ADI vs XYZ
+638.9%
+11.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -3.8% | -1.7% | -2.1% | -3.6% |
| 3M | -15.3% | +16.7% | -32.0% | -19.1% |
| 6M | +6.7% | +26.9% | -20.2% | -0.9% |
| YTD | +34.8% | +27.1% | +7.6% | +23.8% |
| 1Y | +49.0% | +9.3% | +39.8% | +41.8% |
| 3Y | +108.1% | +42.3% | +65.8% | +74.3% |
| 5Y | +142.4% | -69.3% | +211.8% | +176.9% |
| 10Y | +589.9% | +586.8% | +3.1% | +255.6% |
| All | +650.0% | +638.9% | +11.1% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling