+635.7%
ADI vs EW
+8,084.4%
-7,448.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -6.3% | +9.3% | -15.6% | -8.9% |
| 30D | -3.2% | +22.1% | -25.2% | -9.0% |
| 3M | +2.8% | +13.0% | -10.3% | -1.3% |
| 6M | -5.0% | +30.1% | -35.1% | -13.0% |
| YTD | +46.3% | +22.0% | +24.3% | +36.4% |
| 1Y | +71.6% | +23.7% | +47.9% | +59.3% |
| 3Y | +139.2% | +62.0% | +77.2% | +97.4% |
| 5Y | +136.4% | -12.4% | +148.8% | +131.5% |
| 10Y | +636.2% | +236.1% | +400.2% | +390.9% |
| All | +635.7% | +8,084.4% | -7,448.7% | +99.3% |
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