+1,106.2%
DELL vs ADI
+143.1%
+963.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | -0.1% |
| 7D | +8.7% | +2.6% | +6.1% | +7.0% |
| 30D | +16.9% | -4.6% | +21.5% | +20.5% |
| 3M | +40.4% | -9.5% | +49.9% | +49.0% |
| 6M | +267.1% | +14.8% | +252.2% | +230.3% |
| YTD | +329.1% | +35.8% | +293.3% | +246.3% |
| 1Y | +346.9% | +48.9% | +298.0% | +238.0% |
| 3Y | +696.6% | +115.6% | +581.1% | +361.8% |
| 5Y | +1,106.2% | +135.1% | +971.1% | +534.5% |
| All | +1,106.2% | +143.1% | +963.1% | +534.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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