+367.5%
ADI vs REPL
+39.1%
+328.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.6% | +8.4% |
| 7D | -4.4% | +14.2% | -18.6% | -5.0% |
| 30D | -2.8% | +65.9% | -68.7% | -5.4% |
| 3M | +1.5% | +84.6% | -83.1% | -1.8% |
| 6M | -4.7% | +446.9% | -451.6% | -16.8% |
| YTD | +46.8% | +129.0% | -82.2% | +29.8% |
| 1Y | +74.9% | +167.9% | -93.0% | +52.9% |
| 3Y | +147.4% | +93.9% | +53.5% | +81.9% |
| 5Y | +131.9% | -33.0% | +164.9% | +87.8% |
| All | +367.5% | +39.1% | +328.4% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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