+127.4%
ADI vs ES
+46.3%
+81.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -12.8% | +1.9% | -14.7% | -13.0% |
| 30D | -11.3% | +7.1% | -18.4% | -12.0% |
| 3M | -3.4% | -1.9% | -1.4% | -3.2% |
| 6M | -12.0% | +4.4% | -16.4% | -12.9% |
| YTD | +35.3% | +7.3% | +27.9% | +33.2% |
| 1Y | +58.1% | +2.1% | +55.9% | +56.2% |
| 3Y | +127.4% | +41.8% | +85.5% | +103.8% |
| All | +127.4% | +46.3% | +81.0% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling