+141.2%
ADI vs EW
-28.5%
+169.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.4% |
| 7D | +2.4% | -4.4% | +6.9% | +3.9% |
| 30D | -6.6% | -3.3% | -3.2% | -5.6% |
| 3M | -9.8% | +1.0% | -10.8% | -10.5% |
| 6M | +15.7% | +6.2% | +9.4% | +12.4% |
| YTD | +35.1% | +1.7% | +33.4% | +33.2% |
| 1Y | +47.7% | +8.1% | +39.6% | +42.3% |
| 3Y | +114.5% | +17.1% | +97.4% | +90.3% |
| 5Y | +141.2% | -29.4% | +170.6% | +160.5% |
| All | +141.2% | -28.5% | +169.7% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling