+37,168.6%
ADI vs EOG
+7,424.5%
+29,744.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | -2.0% | +4.5% | +2.9% |
| 30D | -6.6% | +7.9% | -14.5% | -8.3% |
| 3M | -9.8% | +4.5% | -14.3% | -11.2% |
| 6M | +15.7% | +12.3% | +3.4% | +11.5% |
| YTD | +35.1% | +41.9% | -6.8% | +23.3% |
| 1Y | +47.7% | +27.8% | +19.9% | +37.9% |
| 3Y | +114.5% | +21.8% | +92.7% | +101.3% |
| 5Y | +141.2% | +174.0% | -32.8% | +83.4% |
| 10Y | +611.3% | +110.4% | +501.0% | +424.7% |
| All | +37,168.6% | +7,424.5% | +29,744.2% | +14,945.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling