+37,360.5%
ADI vs ETN
+20,265.8%
+17,094.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.4% |
| 7D | +2.6% | +6.2% | -3.6% | -0.7% |
| 30D | -4.6% | -6.7% | +2.1% | -1.2% |
| 3M | -9.5% | +3.6% | -13.1% | -11.7% |
| 6M | +14.8% | +18.3% | -3.5% | +4.1% |
| YTD | +35.8% | +31.5% | +4.4% | +15.7% |
| 1Y | +48.9% | +20.6% | +28.4% | +32.3% |
| 3Y | +115.6% | +82.5% | +33.0% | +49.4% |
| 5Y | +135.1% | +177.8% | -42.7% | +28.9% |
| 10Y | +636.4% | +705.0% | -68.6% | +123.5% |
| All | +37,360.5% | +20,265.8% | +17,094.8% | +2,231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling