+4,565.7%
XOM vs ADI
+39,702.6%
-35,137.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.8% |
| 7D | +2.8% | +9.5% | -6.6% | +1.6% |
| 30D | -3.6% | -1.4% | -2.2% | -3.7% |
| 3M | +8.2% | +4.7% | +3.5% | +7.2% |
| 6M | +14.0% | -7.4% | +21.5% | +14.2% |
| YTD | +44.6% | +48.1% | -3.5% | +35.5% |
| 1Y | +47.8% | +69.6% | -21.9% | +35.9% |
| 3Y | +79.6% | +144.4% | -64.8% | +55.2% |
| 5Y | +214.3% | +134.1% | +80.2% | +170.4% |
| 10Y | +204.0% | +632.8% | -428.7% | +126.8% |
| All | +4,565.7% | +39,702.6% | -35,137.0% | +2,486.9% |
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