+672.6%
ADI vs ELF
+393.6%
+279.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +0.7% | +4.3% | -3.6% | +0.1% |
| 30D | +0.7% | +7.7% | -7.1% | -0.6% |
| 3M | +6.5% | +24.7% | -18.2% | +2.4% |
| 6M | -2.7% | +114.6% | -117.3% | -15.2% |
| YTD | +52.2% | +55.8% | -3.6% | +38.4% |
| 1Y | +77.5% | +51.9% | +25.5% | +61.8% |
| 3Y | +148.8% | +24.6% | +124.2% | +113.6% |
| 5Y | +142.9% | +279.2% | -136.3% | +60.0% |
| 10Y | +653.2% | +338.7% | +314.5% | +328.3% |
| All | +672.6% | +393.6% | +279.0% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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