+4,261.5%
XOM vs ADI
+36,130.1%
-31,868.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | +5.9% | -3.8% | +9.6% | +6.3% |
| 3M | +5.6% | -15.3% | +20.8% | +7.4% |
| 6M | +7.9% | +6.7% | +1.2% | +6.0% |
| YTD | +35.2% | +34.8% | +0.4% | +28.7% |
| 1Y | +46.0% | +49.0% | -3.0% | +36.8% |
| 3Y | +55.0% | +108.1% | -53.1% | +37.1% |
| 5Y | +246.3% | +142.4% | +103.9% | +197.4% |
| 10Y | +181.0% | +589.9% | -408.9% | +112.0% |
| All | +4,261.5% | +36,130.1% | -31,868.6% | +2,355.4% |
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 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