+20.7%
XLK vs ADI
+76.5%
-55.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.5% |
| 7D | -7.6% | -5.1% | -2.4% | -5.3% |
| 30D | -12.2% | -3.1% | -9.1% | -10.9% |
| 3M | -5.5% | +7.1% | -12.6% | -8.5% |
| 6M | +9.2% | +2.9% | +6.3% | +7.4% |
| YTD | +23.0% | +51.1% | -28.1% | +3.0% |
| 1Y | +20.7% | +79.3% | -58.6% | -6.8% |
| All | +20.7% | +76.5% | -55.8% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling