+37,071.2%
ADI vs ES
+1,243.3%
+35,827.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -3.8% | -2.0% | -1.8% | -3.3% |
| 3M | -15.3% | +1.7% | -16.9% | -16.0% |
| 6M | +6.7% | -3.5% | +10.2% | +7.3% |
| YTD | +34.8% | +7.9% | +26.9% | +30.6% |
| 1Y | +49.0% | +17.2% | +31.9% | +39.8% |
| 3Y | +108.1% | +29.3% | +78.8% | +85.3% |
| 5Y | +142.4% | -5.7% | +148.2% | +137.2% |
| 10Y | +589.9% | +85.2% | +504.7% | +427.4% |
| All | +37,071.2% | +1,243.3% | +35,827.9% | +15,248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling