+37,071.2%
ADI vs EXPD
+30,859.1%
+6,212.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +0.4% | -1.1% | +1.6% | +0.8% |
| 30D | -3.8% | +4.1% | -7.9% | -5.2% |
| 3M | -15.3% | +17.9% | -33.2% | -20.2% |
| 6M | +6.7% | +29.2% | -22.5% | -3.1% |
| YTD | +34.8% | +27.4% | +7.4% | +22.3% |
| 1Y | +49.0% | +56.8% | -7.8% | +25.0% |
| 3Y | +108.1% | +68.0% | +40.0% | +69.7% |
| 5Y | +142.4% | +61.9% | +80.6% | +98.8% |
| 10Y | +589.9% | +316.0% | +273.9% | +314.4% |
| All | +37,071.2% | +30,859.1% | +6,212.1% | +9,502.8% |
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