+123.4%
ADI vs ETN
+86.8%
+36.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +2.6% |
| 7D | +4.6% | +3.5% | +1.0% | +2.5% |
| 30D | -1.2% | -7.5% | +6.4% | +3.2% |
| 3M | -7.8% | +8.3% | -16.1% | -12.3% |
| 6M | +19.3% | +20.2% | -0.8% | +7.1% |
| YTD | +40.9% | +34.7% | +6.3% | +18.0% |
| 1Y | +54.5% | +19.4% | +35.0% | +37.6% |
| 3Y | +123.4% | +85.5% | +37.9% | +52.6% |
| All | +123.4% | +86.8% | +36.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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