+37,205.6%
ADI vs EXPD
+30,172.0%
+7,033.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.5% |
| 7D | -12.8% | -7.2% | -5.7% | -10.4% |
| 30D | -11.3% | -3.3% | -8.1% | -10.2% |
| 3M | -3.4% | +3.4% | -6.7% | -4.4% |
| 6M | -12.0% | +22.7% | -34.7% | -18.3% |
| YTD | +35.3% | +24.5% | +10.7% | +23.9% |
| 1Y | +58.1% | +38.6% | +19.4% | +39.3% |
| 3Y | +127.4% | +71.5% | +55.8% | +84.4% |
| 5Y | +114.6% | +56.2% | +58.3% | +78.7% |
| 10Y | +589.3% | +310.5% | +278.9% | +316.8% |
| All | +37,205.6% | +30,172.0% | +7,033.6% | +9,626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling