+275.1%
ADI vs ALC
+21.6%
+253.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.3% |
| 7D | +2.4% | -3.7% | +6.1% | +4.4% |
| 30D | -6.6% | -3.7% | -2.8% | -4.9% |
| 3M | -9.8% | +4.6% | -14.4% | -12.6% |
| 6M | +15.7% | -14.6% | +30.3% | +23.6% |
| YTD | +35.1% | -11.9% | +47.0% | +41.5% |
| 1Y | +47.7% | -13.1% | +60.8% | +55.8% |
| 3Y | +114.5% | -15.0% | +129.5% | +123.0% |
| 5Y | +141.2% | -16.2% | +157.4% | +148.7% |
| All | +275.1% | +21.6% | +253.5% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling