+148.7%
XLK vs ADI
+140.0%
+8.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | -1.4% |
| 7D | +0.2% | +4.6% | -4.4% | -2.3% |
| 30D | -0.6% | -1.2% | +0.5% | -0.1% |
| 3M | +2.6% | -7.8% | +10.4% | +6.9% |
| 6M | +34.0% | +19.3% | +14.6% | +19.4% |
| YTD | +30.7% | +40.9% | -10.2% | +5.2% |
| 1Y | +39.2% | +54.5% | -15.3% | +5.6% |
| 3Y | +120.4% | +123.4% | -3.0% | +25.9% |
| All | +148.7% | +140.0% | +8.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling