+72.2%
ADI vs REPL
+163.1%
-90.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.6% | +8.5% |
| 7D | -4.4% | +14.2% | -18.6% | -4.5% |
| 30D | -2.8% | +65.9% | -68.7% | -3.2% |
| 3M | +1.5% | +84.6% | -83.1% | +1.1% |
| 6M | -4.7% | +446.9% | -451.6% | -5.9% |
| YTD | +46.8% | +129.0% | -82.2% | +44.9% |
| All | +72.2% | +163.1% | -90.9% | +62.3% |
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