+616.7%
ADI vs EXEL
+386.3%
+230.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +1.3% | -2.9% | +4.2% | +1.9% |
| 30D | -6.0% | +11.9% | -17.8% | -8.0% |
| 3M | -7.7% | +9.2% | -16.9% | -9.5% |
| 6M | +14.0% | +39.1% | -25.1% | +6.4% |
| YTD | +34.4% | +31.0% | +3.4% | +26.7% |
| 1Y | +48.0% | +52.3% | -4.4% | +34.9% |
| 3Y | +113.3% | +159.7% | -46.4% | +71.4% |
| 5Y | +131.1% | +187.7% | -56.6% | +79.1% |
| All | +616.7% | +386.3% | +230.4% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling