+147.4%
ADI vs ECL
+78.6%
+68.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.5% | +7.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | -2.8% | +8.8% | -11.7% | -6.9% |
| 3M | +1.5% | +7.8% | -6.3% | -2.4% |
| 6M | -4.7% | +21.3% | -26.0% | -14.9% |
| YTD | +46.8% | +17.8% | +29.0% | +33.8% |
| 1Y | +74.9% | +21.1% | +53.8% | +56.8% |
| 3Y | +147.4% | +80.1% | +67.4% | +94.0% |
| All | +147.4% | +78.6% | +68.8% | +94.0% |
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