+114.3%
ADI vs ALB
-61.7%
+176.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -12.8% | +9.1% | -21.9% | -15.1% |
| 30D | -11.3% | -3.4% | -7.9% | -10.7% |
| 3M | -3.4% | -20.6% | +17.2% | +2.1% |
| 6M | -12.0% | -48.2% | +36.1% | +4.0% |
| YTD | +35.3% | -29.2% | +64.5% | +43.2% |
| 1Y | +58.1% | +10.0% | +48.1% | +46.7% |
| 3Y | +127.4% | -12.9% | +140.3% | +103.2% |
| All | +114.3% | -61.7% | +176.0% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling