+220,352.3%
CSCO vs ADI
+44,621.6%
+175,730.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -10.1% | -3.8% | -6.3% | -8.7% |
| 3M | -15.7% | -15.3% | -0.4% | -9.8% |
| 6M | +36.3% | +6.7% | +29.6% | +30.6% |
| YTD | +43.8% | +34.8% | +9.1% | +24.0% |
| 1Y | +63.9% | +49.0% | +14.9% | +34.6% |
| 3Y | +104.4% | +108.1% | -3.7% | +38.4% |
| 5Y | +111.4% | +142.4% | -31.1% | +29.8% |
| 10Y | +361.7% | +589.9% | -228.2% | +67.1% |
| All | +220,352.3% | +44,621.6% | +175,730.7% | +14,493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling