+37,071.1%
ADI vs PPL
+2,096.5%
+34,974.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.4% | +2.7% | -2.2% | -0.5% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | -15.3% | +0.7% | -15.9% | -15.7% |
| 6M | +6.7% | -7.6% | +14.3% | +9.0% |
| YTD | +34.8% | +1.8% | +32.9% | +33.0% |
| 1Y | +49.0% | -0.8% | +49.8% | +48.1% |
| 3Y | +108.1% | +56.9% | +51.2% | +73.8% |
| 5Y | +142.4% | +39.5% | +102.9% | +110.6% |
| 10Y | +589.9% | +55.4% | +534.5% | +460.0% |
| All | +37,071.1% | +2,096.5% | +34,974.7% | +10,465.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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