+846.1%
ADI vs ALLE
+260.9%
+585.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -3.8% | -6.8% | +3.0% | +0.1% |
| 3M | -15.3% | +21.0% | -36.3% | -24.9% |
| 6M | +6.7% | +1.1% | +5.6% | +4.8% |
| YTD | +34.8% | -0.5% | +35.3% | +32.7% |
| 1Y | +49.0% | -7.3% | +56.3% | +52.7% |
| 3Y | +108.1% | +42.3% | +65.8% | +63.9% |
| 5Y | +142.4% | +13.5% | +129.0% | +113.3% |
| 10Y | +589.9% | +144.0% | +445.9% | +283.7% |
| All | +846.1% | +260.9% | +585.2% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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