+7,544.5%
ADI vs EL
+1,850.3%
+5,694.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -6.3% | +7.6% | -13.9% | -8.8% |
| 30D | -3.2% | +15.7% | -18.9% | -8.5% |
| 3M | +2.8% | +30.5% | -27.8% | -8.0% |
| 6M | -5.0% | +32.5% | -37.6% | -16.2% |
| YTD | +46.3% | +9.4% | +36.9% | +35.7% |
| 1Y | +71.6% | +28.4% | +43.3% | +49.4% |
| 3Y | +139.2% | +4.4% | +134.7% | +110.2% |
| 5Y | +136.4% | -64.5% | +200.9% | +206.9% |
| 10Y | +636.2% | +64.9% | +571.3% | +422.7% |
| All | +7,544.5% | +1,850.3% | +5,694.3% | +1,809.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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