+127.4%
ADI vs EXPD
+68.8%
+58.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.7% |
| 7D | -12.8% | -7.2% | -5.7% | -9.7% |
| 30D | -11.3% | -3.3% | -8.1% | -9.8% |
| 3M | -3.4% | +3.4% | -6.7% | -4.5% |
| 6M | -12.0% | +22.7% | -34.7% | -19.5% |
| YTD | +35.3% | +24.5% | +10.7% | +21.1% |
| 1Y | +58.1% | +38.6% | +19.4% | +33.8% |
| 3Y | +127.4% | +71.5% | +55.8% | +60.6% |
| All | +127.4% | +68.8% | +58.5% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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