+40,736.5%
ADI vs EFX
+6,815.2%
+33,921.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +9.5% | -0.8% | +10.2% | +9.8% |
| 30D | -1.4% | +25.1% | -26.5% | -10.9% |
| 3M | +4.7% | +1.7% | +3.1% | +2.1% |
| 6M | -7.4% | +18.4% | -25.8% | -16.9% |
| YTD | +48.1% | -12.5% | +60.6% | +48.1% |
| 1Y | +69.6% | -8.1% | +77.7% | +66.1% |
| 3Y | +144.4% | +4.8% | +139.6% | +121.0% |
| 5Y | +134.1% | -30.1% | +164.2% | +146.5% |
| 10Y | +632.8% | +81.5% | +551.3% | +392.1% |
| All | +40,736.5% | +6,815.2% | +33,921.3% | +8,299.5% |
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