+48.9%
ADI vs ES
+17.2%
+31.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -4.6% | -1.0% | -3.6% | -4.7% |
| 3M | -9.5% | +1.5% | -11.0% | -9.8% |
| 6M | +14.8% | -3.5% | +18.3% | +14.0% |
| YTD | +35.8% | +7.0% | +28.8% | +35.0% |
| 1Y | +48.9% | +15.3% | +33.6% | +48.4% |
| All | +48.9% | +17.2% | +31.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling