+48.2%
ADI vs RL
+13.6%
+34.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.4% | +1.9% | +0.6% | +1.9% |
| 30D | -6.6% | -12.2% | +5.6% | -2.9% |
| 3M | -9.8% | -6.6% | -3.2% | -8.1% |
| 6M | +15.7% | +3.2% | +12.5% | +13.3% |
| YTD | +35.1% | -1.3% | +36.4% | +34.1% |
| All | +48.2% | +13.6% | +34.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling