+48.9%
ADI vs ALC
-14.0%
+62.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +2.6% | -5.3% | +7.9% | +3.6% |
| 30D | -4.6% | -7.1% | +2.4% | -3.5% |
| 3M | -9.5% | +0.8% | -10.3% | -9.9% |
| 6M | +14.8% | -16.0% | +30.8% | +23.8% |
| YTD | +35.8% | -12.7% | +48.6% | +43.1% |
| 1Y | +48.9% | -12.8% | +61.8% | +53.6% |
| All | +48.9% | -14.0% | +62.9% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling