+115.3%
ADI vs ABT
+11.1%
+104.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.6% | -4.7% | +7.4% | +3.0% |
| 30D | -4.6% | -3.1% | -1.5% | -4.4% |
| 3M | -9.5% | +16.1% | -25.6% | -11.3% |
| 6M | +14.8% | -5.3% | +20.2% | +18.5% |
| YTD | +35.8% | -14.4% | +50.3% | +43.6% |
| 1Y | +48.9% | -18.4% | +67.3% | +59.4% |
| All | +115.3% | +11.1% | +104.2% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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