+115.3%
ADI vs EOG
+22.2%
+93.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | -4.6% | +3.4% | -8.0% | -5.5% |
| 3M | -9.5% | +7.8% | -17.3% | -11.9% |
| 6M | +14.8% | +13.4% | +1.5% | +8.6% |
| YTD | +35.8% | +43.5% | -7.7% | +15.7% |
| 1Y | +48.9% | +29.7% | +19.3% | +32.5% |
| All | +115.3% | +22.2% | +93.1% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling