+135.1%
ADI vs ABT
-10.2%
+145.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.6% | -4.7% | +7.4% | +4.2% |
| 30D | -4.6% | -3.1% | -1.5% | -3.8% |
| 3M | -9.5% | +16.1% | -25.6% | -14.9% |
| 6M | +14.8% | -5.3% | +20.2% | +17.7% |
| YTD | +35.8% | -14.4% | +50.3% | +45.1% |
| 1Y | +48.9% | -18.4% | +67.3% | +62.3% |
| 3Y | +115.6% | +11.2% | +104.4% | +94.7% |
| 5Y | +135.1% | -9.4% | +144.5% | +138.0% |
| All | +135.1% | -10.2% | +145.3% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling