+114.3%
ADI vs REPL
-35.6%
+149.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.5% |
| 7D | -12.8% | +22.8% | -35.6% | -13.4% |
| 30D | -11.3% | +63.8% | -75.1% | -12.7% |
| 3M | -3.4% | +68.1% | -71.5% | -5.0% |
| 6M | -12.0% | +528.5% | -540.5% | -19.1% |
| YTD | +35.3% | +122.4% | -87.2% | +26.1% |
| 1Y | +58.1% | +154.4% | -96.3% | +46.5% |
| 3Y | +127.4% | +68.0% | +59.4% | +88.4% |
| All | +114.3% | -35.6% | +149.9% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling