+41,876.5%
ADI vs ECL
+14,389.6%
+27,486.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +0.7% | -2.3% | +3.0% | +2.0% |
| 30D | +0.7% | +8.3% | -7.6% | -3.1% |
| 3M | +6.5% | +8.4% | -2.0% | +2.3% |
| 6M | -2.7% | +23.3% | -25.9% | -12.5% |
| YTD | +52.2% | +18.2% | +34.0% | +39.7% |
| 1Y | +77.5% | +18.8% | +58.7% | +62.4% |
| 3Y | +148.8% | +78.5% | +70.3% | +86.2% |
| 5Y | +142.9% | +40.1% | +102.8% | +101.0% |
| 10Y | +653.2% | +196.5% | +456.7% | +337.9% |
| All | +41,876.5% | +14,389.6% | +27,486.8% | +7,740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling