+114.5%
ADI vs ADM
+18.5%
+95.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -6.6% | +11.0% | -17.6% | -8.9% |
| 3M | -9.8% | +6.0% | -15.8% | -11.2% |
| 6M | +15.7% | +26.9% | -11.3% | +9.1% |
| YTD | +35.1% | +50.0% | -14.9% | +22.1% |
| 1Y | +47.7% | +39.6% | +8.1% | +35.5% |
| 3Y | +114.5% | +18.5% | +95.9% | +95.8% |
| All | +114.5% | +18.5% | +95.9% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling