+274.1%
ADI vs ALC
+24.0%
+250.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.7% |
| 7D | +0.4% | -2.1% | +2.5% | +1.5% |
| 30D | -3.8% | -0.1% | -3.7% | -3.9% |
| 3M | -15.3% | +5.9% | -21.1% | -18.4% |
| 6M | +6.7% | -15.9% | +22.6% | +15.2% |
| YTD | +34.8% | -10.1% | +44.9% | +39.8% |
| 1Y | +49.0% | -10.2% | +59.3% | +54.4% |
| 3Y | +108.1% | -13.6% | +121.6% | +114.5% |
| 5Y | +142.4% | -15.1% | +157.6% | +148.5% |
| All | +274.1% | +24.0% | +250.1% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling