+640.7%
ADI vs ALK
-45.1%
+685.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +1.6% |
| 7D | +13.4% | +0.9% | +12.5% | +13.1% |
| 30D | -1.3% | +3.3% | -4.6% | -2.7% |
| 3M | +6.8% | -17.6% | +24.4% | +12.6% |
| 6M | -1.9% | +0.8% | -2.7% | -4.2% |
| YTD | +52.3% | -22.4% | +74.6% | +59.1% |
| 1Y | +71.6% | -10.1% | +81.7% | +70.5% |
| 3Y | +148.9% | +14.0% | +134.9% | +119.0% |
| 5Y | +140.8% | -29.8% | +170.6% | +142.0% |
| All | +640.7% | -45.1% | +685.8% | +587.8% |
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