+384.8%
ADI vs REPL
+37.4%
+347.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +13.4% | +9.8% | +3.6% | +12.8% |
| 30D | -1.3% | +81.5% | -82.8% | -4.3% |
| 3M | +6.8% | +44.2% | -37.4% | +4.5% |
| 6M | -1.9% | +437.4% | -439.3% | -14.2% |
| YTD | +52.3% | +126.1% | -73.9% | +34.7% |
| 1Y | +71.6% | +143.1% | -71.5% | +51.0% |
| 3Y | +148.9% | +97.8% | +51.1% | +82.3% |
| 5Y | +140.8% | -34.3% | +175.1% | +95.2% |
| All | +384.8% | +37.4% | +347.4% | +218.3% |
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