+1,477.5%
XLK vs ADI
+4,071.3%
-2,593.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.1% |
| 30D | +0.8% | -4.6% | +5.5% | +3.0% |
| 3M | +4.1% | -9.5% | +13.6% | +8.6% |
| 6M | +34.8% | +14.8% | +19.9% | +25.6% |
| YTD | +30.8% | +35.8% | -5.0% | +12.7% |
| 1Y | +42.4% | +48.9% | -6.6% | +17.3% |
| 3Y | +121.8% | +115.6% | +6.2% | +51.3% |
| 5Y | +146.6% | +135.1% | +11.5% | +61.3% |
| 10Y | +804.3% | +636.4% | +167.8% | +253.2% |
| All | +1,477.5% | +4,071.3% | -2,593.8% | +156.2% |
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