+7,635.3%
ADI vs EL
+1,821.4%
+5,813.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.2% |
| 7D | +9.5% | +1.5% | +7.9% | +8.9% |
| 30D | -1.4% | +10.0% | -11.4% | -5.0% |
| 3M | +4.7% | +28.4% | -23.7% | -5.7% |
| 6M | -7.4% | +37.1% | -44.5% | -19.3% |
| YTD | +48.1% | +7.8% | +40.2% | +38.0% |
| 1Y | +69.6% | +26.0% | +43.6% | +48.6% |
| 3Y | +144.4% | +3.8% | +140.5% | +115.1% |
| 5Y | +134.1% | -65.2% | +199.3% | +206.1% |
| 10Y | +632.8% | +62.1% | +570.6% | +423.2% |
| All | +7,635.3% | +1,821.4% | +5,813.9% | +1,842.5% |
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