+141.2%
ADI vs RL
+238.1%
-96.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | -3.8% | -7.8% | +4.0% | -0.7% |
| 3M | -15.3% | -4.0% | -11.3% | -14.2% |
| 6M | +6.7% | -1.9% | +8.6% | +5.9% |
| YTD | +34.8% | -0.2% | +34.9% | +32.3% |
| 1Y | +49.0% | +10.7% | +38.4% | +39.5% |
| 3Y | +108.1% | +210.8% | -102.7% | +20.6% |
| All | +141.2% | +238.1% | -96.9% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling