+147.4%
ADI vs RL
+254.6%
-107.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.7% | +6.1% |
| 7D | -4.4% | +0.2% | -4.7% | -4.3% |
| 30D | -2.8% | +7.3% | -10.2% | -5.4% |
| 3M | +1.5% | +1.0% | +0.5% | +1.1% |
| 6M | -4.7% | +11.8% | -16.5% | -9.7% |
| YTD | +46.8% | +13.6% | +33.2% | +37.2% |
| 1Y | +74.9% | +24.0% | +50.8% | +56.9% |
| 3Y | +147.4% | +256.6% | -109.1% | +47.7% |
| All | +147.4% | +254.6% | -107.1% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling