+636.4%
ADI vs RL
+297.6%
+338.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -4.6% | -17.5% | +12.9% | +1.8% |
| 3M | -9.5% | -14.0% | +4.5% | -5.0% |
| 6M | +14.8% | -2.0% | +16.8% | +14.2% |
| YTD | +35.8% | -4.6% | +40.4% | +36.1% |
| 1Y | +48.9% | +9.5% | +39.4% | +42.1% |
| 3Y | +115.6% | +200.5% | -84.9% | +43.8% |
| 5Y | +135.1% | +226.3% | -91.2% | +49.1% |
| 10Y | +636.4% | +304.8% | +331.7% | +340.4% |
| All | +636.4% | +297.6% | +338.8% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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