+127.4%
ADI vs EXC
+26.3%
+101.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.3% |
| 7D | -12.8% | -1.2% | -11.7% | -13.0% |
| 30D | -11.3% | +10.0% | -21.3% | -9.7% |
| 3M | -3.4% | +1.6% | -5.0% | -2.9% |
| 6M | -12.0% | +3.3% | -15.3% | -11.4% |
| YTD | +35.3% | +7.6% | +27.7% | +36.9% |
| 1Y | +58.1% | +3.5% | +54.6% | +59.4% |
| 3Y | +127.4% | +27.7% | +99.7% | +129.0% |
| All | +127.4% | +26.3% | +101.1% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling