+609.5%
ADI vs ALK
-36.6%
+646.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -3.8% | -19.2% | +15.4% | +2.6% |
| 3M | -15.3% | -1.5% | -13.7% | -15.7% |
| 6M | +6.7% | -13.1% | +19.7% | +9.1% |
| YTD | +34.8% | -16.4% | +51.2% | +38.3% |
| 1Y | +49.0% | -33.1% | +82.1% | +63.3% |
| 3Y | +108.1% | +0.6% | +107.5% | +91.4% |
| 5Y | +142.4% | -26.4% | +168.8% | +140.5% |
| All | +609.5% | -36.6% | +646.1% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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