+330.2%
ADI vs REPL
-7.7%
+337.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | +2.4% | -5.7% | +8.2% | +2.7% |
| 30D | -6.6% | +22.5% | -29.0% | -7.6% |
| 3M | -9.8% | +64.7% | -74.5% | -14.1% |
| 6M | +15.7% | +83.0% | -67.4% | +3.7% |
| YTD | +35.1% | +52.0% | -16.8% | +22.2% |
| 1Y | +47.7% | +144.5% | -96.8% | +24.8% |
| 3Y | +114.5% | -25.1% | +139.5% | +72.4% |
| 5Y | +141.2% | -52.9% | +194.1% | +98.0% |
| All | +330.2% | -7.7% | +337.9% | +188.8% |
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