+37,071.2%
ADI vs ECL
+13,009.7%
+24,061.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.4% | -2.6% | +3.0% | +1.7% |
| 30D | -3.8% | -2.2% | -1.6% | -2.9% |
| 3M | -15.3% | +10.1% | -25.4% | -19.6% |
| 6M | +6.7% | -5.7% | +12.4% | +9.1% |
| YTD | +34.8% | +7.0% | +27.8% | +29.8% |
| 1Y | +49.0% | +2.7% | +46.4% | +46.0% |
| 3Y | +108.1% | +57.7% | +50.4% | +65.1% |
| 5Y | +142.4% | +31.1% | +111.3% | +107.1% |
| 10Y | +589.9% | +150.9% | +439.0% | +333.4% |
| All | +37,071.2% | +13,009.7% | +24,061.5% | +7,185.4% |
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