+59.7%
XOM vs ADI
+110.8%
-51.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | +1.9% | +1.3% | +0.5% | +1.8% |
| 30D | +4.1% | -6.0% | +10.0% | +4.5% |
| 3M | +10.4% | -7.7% | +18.1% | +10.7% |
| 6M | +13.0% | +14.0% | -0.9% | +9.9% |
| YTD | +40.1% | +34.4% | +5.7% | +32.7% |
| 1Y | +51.1% | +48.0% | +3.2% | +40.7% |
| All | +59.7% | +110.8% | -51.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling