+359.9%
CSCO vs ADI
+634.8%
-274.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | -10.8% | -6.0% | -4.8% | -8.6% |
| 3M | -9.2% | -7.7% | -1.5% | -6.8% |
| 6M | +39.5% | +14.0% | +25.6% | +30.9% |
| YTD | +41.5% | +34.4% | +7.1% | +23.9% |
| 1Y | +61.0% | +48.0% | +13.0% | +35.0% |
| 3Y | +105.2% | +113.3% | -8.1% | +41.3% |
| 5Y | +113.4% | +131.1% | -17.7% | +37.3% |
| All | +359.9% | +634.8% | -274.9% | +75.6% |
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