+324.2%
CSCO vs ADI
+625.4%
-301.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.7% | -6.3% | +1.6% | -2.3% |
| 30D | -17.1% | -3.2% | -13.9% | -16.2% |
| 3M | -19.6% | +2.8% | -22.4% | -20.7% |
| 6M | +2.4% | -5.0% | +7.4% | +3.4% |
| YTD | +29.8% | +46.3% | -16.5% | +9.6% |
| 1Y | +38.7% | +71.6% | -33.0% | +9.7% |
| 3Y | +101.3% | +139.2% | -37.8% | +32.2% |
| 5Y | +94.8% | +136.4% | -41.6% | +24.8% |
| 10Y | +324.2% | +636.2% | -312.0% | +69.1% |
| All | +324.2% | +625.4% | -301.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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