+624.3%
ADI vs EXEL
+393.9%
+230.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | -4.6% | +10.1% | -14.8% | -6.4% |
| 3M | -9.5% | +10.1% | -19.6% | -11.4% |
| 6M | +14.8% | +37.7% | -22.8% | +7.5% |
| YTD | +35.8% | +33.1% | +2.7% | +27.6% |
| 1Y | +48.9% | +52.4% | -3.4% | +35.8% |
| 3Y | +115.6% | +163.8% | -48.3% | +72.7% |
| 5Y | +135.1% | +198.5% | -63.4% | +81.0% |
| All | +624.3% | +393.9% | +230.4% | +428.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling