+640.3%
ADI vs EW
+249.9%
+390.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.3% |
| 7D | +0.7% | +6.5% | -5.8% | -1.8% |
| 30D | +0.7% | +22.5% | -21.8% | -7.3% |
| 3M | +6.5% | +13.0% | -6.5% | +1.0% |
| 6M | -2.7% | +37.1% | -39.8% | -15.2% |
| YTD | +52.2% | +24.1% | +28.1% | +37.6% |
| 1Y | +77.5% | +24.2% | +53.2% | +60.3% |
| 3Y | +148.8% | +64.8% | +84.0% | +86.9% |
| 5Y | +142.9% | -7.4% | +150.3% | +131.9% |
| All | +640.3% | +249.9% | +390.4% | +345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling