+1,574.7%
ADI vs ELV
+2,409.5%
-834.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -6.6% | +2.0% | -8.5% | -7.2% |
| 3M | -9.8% | -3.5% | -6.3% | -9.5% |
| 6M | +15.7% | +40.2% | -24.5% | +3.3% |
| YTD | +35.1% | +15.8% | +19.3% | +27.1% |
| 1Y | +47.7% | +33.2% | +14.5% | +32.7% |
| 3Y | +114.5% | -6.2% | +120.7% | +108.7% |
| 5Y | +141.2% | +16.4% | +124.8% | +114.9% |
| 10Y | +611.3% | +259.8% | +351.6% | +333.6% |
| All | +1,574.7% | +2,409.5% | -834.9% | +592.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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