+905.9%
ADI vs EXEL
+336.4%
+569.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | -1.4% | +13.1% | -14.5% | -3.4% |
| 3M | +4.7% | +36.3% | -31.6% | -0.9% |
| 6M | -7.4% | +34.5% | -42.0% | -12.5% |
| YTD | +48.1% | +57.4% | -9.4% | +35.8% |
| 1Y | +69.6% | +62.9% | +6.7% | +54.6% |
| 3Y | +144.4% | +229.5% | -85.1% | +92.5% |
| 5Y | +134.1% | +281.2% | -147.1% | +77.7% |
| 10Y | +632.8% | +320.7% | +312.0% | +405.6% |
| All | +905.9% | +336.4% | +569.5% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling