+79.3%
ADI vs ACI
-18.4%
+97.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -2.8% |
| 7D | -5.1% | +4.5% | -9.6% | -4.5% |
| 30D | -3.1% | +20.9% | -23.9% | -1.0% |
| 3M | +7.1% | +15.2% | -8.1% | +9.0% |
| 6M | +2.9% | -13.3% | +16.2% | +3.1% |
| YTD | +51.1% | -16.2% | +67.3% | +50.5% |
| 1Y | +79.3% | -16.9% | +96.2% | +78.3% |
| All | +79.3% | -18.4% | +97.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling