+651.5%
ADI vs EFX
+42.6%
+608.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.6% |
| 7D | +4.6% | -4.5% | +9.1% | +6.4% |
| 30D | -1.2% | -6.1% | +4.9% | +0.7% |
| 3M | -7.8% | +6.2% | -14.0% | -12.0% |
| 6M | +19.3% | -11.2% | +30.6% | +21.6% |
| YTD | +40.9% | -21.4% | +62.3% | +49.8% |
| 1Y | +54.5% | -34.3% | +88.8% | +77.3% |
| 3Y | +123.4% | -12.5% | +135.9% | +119.0% |
| 5Y | +142.3% | -35.6% | +177.9% | +165.1% |
| All | +651.5% | +42.6% | +608.9% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling