+71.6%
ADI vs REPL
+142.3%
-70.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +13.4% | +9.8% | +3.6% | +13.3% |
| 30D | -1.3% | +81.5% | -82.8% | -1.7% |
| 3M | +6.8% | +44.2% | -37.4% | +6.5% |
| 6M | -1.9% | +437.4% | -439.3% | -3.2% |
| YTD | +52.3% | +126.1% | -73.9% | +50.5% |
| 1Y | +71.6% | +143.1% | -71.5% | +65.3% |
| All | +71.6% | +142.3% | -70.7% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling