+577.6%
ADI vs EW
+6,974.1%
-6,396.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | -3.8% | +1.0% | -4.8% | -4.2% |
| 3M | -15.3% | +2.8% | -18.1% | -16.3% |
| 6M | +6.7% | +5.5% | +1.2% | +4.3% |
| YTD | +34.8% | +5.5% | +29.3% | +31.6% |
| 1Y | +49.0% | +11.0% | +38.0% | +43.0% |
| 3Y | +108.1% | +17.7% | +90.4% | +89.6% |
| 5Y | +142.4% | -25.7% | +168.2% | +150.1% |
| 10Y | +589.9% | +132.8% | +457.1% | +407.1% |
| All | +577.6% | +6,974.1% | -6,396.5% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling