+1,344.0%
ADI vs EXPE
+851.4%
+492.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | +0.4% | -9.5% | +10.0% | +3.2% |
| 30D | -3.8% | -6.6% | +2.8% | -2.3% |
| 3M | -15.3% | +31.4% | -46.6% | -22.3% |
| 6M | +6.7% | +35.2% | -28.5% | -4.1% |
| YTD | +34.8% | +5.8% | +29.0% | +28.7% |
| 1Y | +49.0% | +38.7% | +10.4% | +30.5% |
| 3Y | +108.1% | +175.8% | -67.7% | +45.5% |
| 5Y | +142.4% | +111.8% | +30.6% | +75.1% |
| 10Y | +589.9% | +179.7% | +410.2% | +321.9% |
| All | +1,344.0% | +851.4% | +492.6% | +362.3% |
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