+37,168.6%
ADI vs EFX
+6,208.7%
+30,960.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.5% |
| 7D | +2.4% | -7.8% | +10.3% | +5.7% |
| 30D | -6.6% | -5.7% | -0.9% | -4.8% |
| 3M | -9.8% | +2.5% | -12.3% | -12.7% |
| 6M | +15.7% | -16.7% | +32.3% | +20.8% |
| YTD | +35.1% | -20.2% | +55.3% | +42.2% |
| 1Y | +47.7% | -31.4% | +79.1% | +64.8% |
| 3Y | +114.5% | -10.5% | +125.0% | +109.3% |
| 5Y | +141.2% | -35.2% | +176.4% | +164.9% |
| 10Y | +611.3% | +40.2% | +571.2% | +437.8% |
| All | +37,168.6% | +6,208.7% | +30,960.0% | +7,966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling