+620.2%
ADI vs EXC
+205.3%
+414.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.3% |
| 7D | +9.5% | +1.4% | +8.1% | +8.9% |
| 30D | -1.4% | +8.6% | -10.0% | -4.7% |
| 3M | +4.7% | +2.4% | +2.3% | +3.4% |
| 6M | -7.4% | +6.5% | -13.9% | -10.6% |
| YTD | +48.1% | +9.0% | +39.0% | +40.5% |
| 1Y | +69.6% | +4.6% | +65.1% | +63.7% |
| 3Y | +144.4% | +33.5% | +110.9% | +103.9% |
| 5Y | +134.1% | +41.4% | +92.7% | +86.3% |
| All | +620.2% | +205.3% | +414.9% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling