-2.7%
ADI vs AA
-35.6%
+32.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.4% | +3.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +0.7% | -1.3% | +2.0% | +1.0% |
| 3M | +6.5% | -23.9% | +30.4% | +15.7% |
| 6M | -2.7% | -36.8% | +34.1% | +9.9% |
| All | -2.7% | -35.6% | +32.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 6mo: compounded portfolio wealth divided by compounded AA 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…
6mo analysis · Full analysis span regression · 6 months rolling