+270.9%
ADI vs ACI
+34.0%
+237.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -3.2% | +9.5% | -12.7% | -3.6% |
| 3M | +2.8% | +10.1% | -7.3% | +2.2% |
| 6M | -5.0% | -15.4% | +10.4% | -4.3% |
| YTD | +46.3% | -19.5% | +65.9% | +47.7% |
| 1Y | +71.6% | -21.0% | +92.6% | +73.5% |
| 3Y | +139.2% | -31.2% | +170.4% | +143.5% |
| 5Y | +136.4% | -40.6% | +177.0% | +140.3% |
| All | +270.9% | +34.0% | +237.0% | +252.7% |
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