+138.3%
ADI vs NRG
+194.8%
-56.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +4.4% |
| 7D | +4.6% | -4.7% | +9.2% | +5.9% |
| 30D | -1.2% | -6.0% | +4.8% | +0.3% |
| 3M | -7.8% | -8.0% | +0.1% | -6.9% |
| 6M | +19.3% | -23.2% | +42.5% | +25.6% |
| YTD | +40.9% | -28.1% | +69.0% | +50.2% |
| 1Y | +54.5% | -27.3% | +81.8% | +63.3% |
| 3Y | +123.4% | +208.7% | -85.2% | +40.0% |
| All | +138.3% | +194.8% | -56.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 5y: compounded portfolio wealth divided by compounded NRG 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…
5y analysis · Full analysis span regression · 6 months rolling