+39.2%
XLK vs ADI
+54.8%
-15.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | -0.8% |
| 7D | +0.2% | +4.6% | -4.4% | -1.8% |
| 30D | -0.6% | -1.2% | +0.5% | -0.2% |
| 3M | +2.6% | -7.8% | +10.4% | +5.6% |
| 6M | +34.0% | +19.3% | +14.6% | +24.3% |
| YTD | +30.7% | +40.9% | -10.2% | +13.6% |
| 1Y | +39.2% | +54.5% | -15.3% | +15.2% |
| All | +39.2% | +54.8% | -15.6% | +15.2% |
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 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