+113.1%
ADI vs ET
+97.8%
+15.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | +1.3% | +1.4% | 0.0% | +0.7% |
| 30D | -6.0% | +4.6% | -10.5% | -8.0% |
| 3M | -7.7% | +16.0% | -23.8% | -14.7% |
| 6M | +14.0% | +22.8% | -8.8% | +1.6% |
| YTD | +34.4% | +38.9% | -4.5% | +11.4% |
| 1Y | +48.0% | +34.1% | +13.9% | +25.0% |
| All | +113.1% | +97.8% | +15.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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