+624.3%
ADI vs EXPE
+161.1%
+463.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.6% | -11.5% | +14.1% | +6.2% |
| 30D | -4.6% | -13.1% | +8.4% | -1.0% |
| 3M | -9.5% | +18.1% | -27.6% | -15.2% |
| 6M | +14.8% | +13.3% | +1.6% | +8.2% |
| YTD | +35.8% | -3.2% | +39.0% | +32.5% |
| 1Y | +48.9% | +26.1% | +22.8% | +31.8% |
| 3Y | +115.6% | +151.7% | -36.2% | +46.8% |
| 5Y | +135.1% | +88.3% | +46.8% | +66.8% |
| All | +624.3% | +161.1% | +463.2% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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