+112.7%
ADI vs ECL
+58.5%
+54.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.4% | -2.6% | +3.0% | +1.8% |
| 30D | -3.8% | -2.2% | -1.6% | -2.8% |
| 3M | -15.3% | +10.1% | -25.4% | -20.3% |
| 6M | +6.7% | -5.7% | +12.4% | +9.5% |
| YTD | +34.8% | +7.0% | +27.8% | +29.1% |
| 1Y | +49.0% | +2.7% | +46.4% | +45.5% |
| All | +112.7% | +58.5% | +54.2% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling