+622.9%
ADI vs EWT
+502.5%
+120.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +9.5% | +9.1% | +0.3% | +3.3% |
| 30D | -1.4% | -12.2% | +10.8% | +7.6% |
| 3M | +4.7% | -9.4% | +14.1% | +11.8% |
| 6M | -7.4% | +2.7% | -10.1% | -9.2% |
| YTD | +48.1% | +53.3% | -5.2% | +10.7% |
| 1Y | +69.6% | +59.2% | +10.5% | +23.7% |
| 3Y | +144.4% | +157.1% | -12.7% | +30.1% |
| 5Y | +134.1% | +119.6% | +14.5% | +39.4% |
| 10Y | +632.8% | +446.9% | +185.8% | +153.1% |
| All | +622.9% | +502.5% | +120.3% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling