+47.7%
ADI vs REPL
+136.7%
-89.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | +2.4% | -5.7% | +8.2% | +2.5% |
| 30D | -6.6% | +22.5% | -29.0% | -6.7% |
| 3M | -9.8% | +64.7% | -74.5% | -10.3% |
| 6M | +15.7% | +83.0% | -67.4% | +13.6% |
| YTD | +35.1% | +52.0% | -16.8% | +33.0% |
| 1Y | +47.7% | +144.5% | -96.8% | +43.6% |
| All | +47.7% | +136.7% | -89.0% | +43.6% |
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