+115.3%
ADI vs EWT
+200.7%
-85.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.6% | +2.1% | +0.5% | +0.9% |
| 30D | -4.6% | +9.4% | -14.0% | -11.3% |
| 3M | -9.5% | +10.9% | -20.4% | -16.6% |
| 6M | +14.8% | +57.9% | -43.1% | -21.5% |
| YTD | +35.8% | +75.9% | -40.1% | -15.7% |
| 1Y | +48.9% | +89.7% | -40.8% | -13.6% |
| All | +115.3% | +200.7% | -85.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling