+1,530.7%
ADI vs EXPE
+729.3%
+801.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.4% |
| 7D | +0.7% | -17.8% | +18.5% | +6.2% |
| 30D | +0.7% | -3.2% | +3.9% | +0.9% |
| 3M | +6.5% | -19.0% | +25.5% | +11.4% |
| 6M | -2.7% | +17.7% | -20.4% | -9.1% |
| YTD | +52.2% | -7.8% | +60.0% | +49.3% |
| 1Y | +77.5% | -1.4% | +78.8% | +70.7% |
| 3Y | +148.8% | +121.9% | +26.8% | +84.0% |
| 5Y | +142.9% | +44.3% | +98.6% | +93.9% |
| 10Y | +653.2% | +125.4% | +527.8% | +383.6% |
| All | +1,530.7% | +729.3% | +801.4% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling