+48.9%
ADI vs ADM
+42.9%
+6.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | +2.6% | +1.4% | +1.3% | +2.5% |
| 30D | -4.6% | +8.2% | -12.8% | -5.2% |
| 3M | -9.5% | +8.7% | -18.2% | -10.1% |
| 6M | +14.8% | +29.1% | -14.2% | +13.2% |
| YTD | +35.8% | +53.7% | -17.8% | +32.6% |
| 1Y | +48.9% | +43.2% | +5.7% | +44.1% |
| All | +48.9% | +42.9% | +6.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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