+4,646.6%
ADI vs RL
+1,366.2%
+3,280.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | -3.8% | -7.8% | +4.0% | -1.4% |
| 3M | -15.3% | -4.0% | -11.3% | -14.4% |
| 6M | +6.7% | -1.9% | +8.6% | +6.2% |
| YTD | +34.8% | -0.2% | +34.9% | +33.1% |
| 1Y | +49.0% | +10.7% | +38.4% | +42.3% |
| 3Y | +108.1% | +210.8% | -102.7% | +41.0% |
| 5Y | +142.4% | +238.2% | -95.8% | +56.6% |
| 10Y | +589.9% | +313.4% | +276.5% | +283.8% |
| All | +4,646.6% | +1,366.2% | +3,280.4% | +1,433.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling