+138.3%
ADI vs ETN
+185.4%
-47.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +2.5% |
| 7D | +4.6% | +3.5% | +1.0% | +2.4% |
| 30D | -1.2% | -7.5% | +6.4% | +3.4% |
| 3M | -7.8% | +8.3% | -16.1% | -12.6% |
| 6M | +19.3% | +20.2% | -0.8% | +6.0% |
| YTD | +40.9% | +34.7% | +6.3% | +16.1% |
| 1Y | +54.5% | +19.4% | +35.0% | +36.1% |
| 3Y | +123.4% | +85.5% | +37.9% | +41.5% |
| All | +138.3% | +185.4% | -47.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling