+112.7%
ADI vs ALB
-29.2%
+141.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +2.7% |
| 7D | +0.4% | -8.1% | +8.5% | +2.4% |
| 30D | -3.8% | +6.3% | -10.1% | -5.5% |
| 3M | -15.3% | -23.6% | +8.3% | -9.9% |
| 6M | +6.7% | -24.6% | +31.3% | +12.4% |
| YTD | +34.8% | -10.3% | +45.0% | +34.4% |
| 1Y | +49.0% | +61.5% | -12.4% | +25.2% |
| All | +112.7% | -29.2% | +141.9% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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