+241.6%
ADI vs ACI
+25.9%
+215.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +0.4% | +0.2% | +0.3% | +0.4% |
| 30D | -3.8% | +5.9% | -9.7% | -4.1% |
| 3M | -15.3% | -19.8% | +4.5% | -14.3% |
| 6M | +6.7% | -24.7% | +31.4% | +8.2% |
| YTD | +34.8% | -24.4% | +59.2% | +36.5% |
| 1Y | +49.0% | -31.5% | +80.5% | +52.1% |
| 3Y | +108.1% | -38.7% | +146.8% | +113.5% |
| 5Y | +142.4% | -42.8% | +185.2% | +147.1% |
| All | +241.6% | +25.9% | +215.7% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling