+104.7%
CSCO vs ADI
+144.0%
-39.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.4% | +2.3% |
| 7D | -2.9% | -4.4% | +1.5% | -1.6% |
| 30D | -16.7% | -2.8% | -13.8% | -16.0% |
| 3M | -18.4% | +1.5% | -20.0% | -19.0% |
| 6M | +2.9% | -4.7% | +7.6% | +3.6% |
| YTD | +30.4% | +46.8% | -16.4% | +15.3% |
| 1Y | +41.4% | +74.9% | -33.5% | +18.5% |
| 3Y | +104.7% | +147.4% | -42.8% | +40.4% |
| All | +104.7% | +144.0% | -39.4% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling