+19,693.1%
ADI vs ALL
+3,690.4%
+16,002.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.4% |
| 30D | -3.2% | +13.8% | -17.0% | -7.8% |
| 3M | +2.8% | -2.8% | +5.5% | +3.0% |
| 6M | -5.0% | +23.7% | -28.7% | -13.7% |
| YTD | +46.3% | +27.3% | +19.0% | +31.1% |
| 1Y | +71.6% | +30.5% | +41.1% | +52.2% |
| 3Y | +139.2% | +113.0% | +26.2% | +72.8% |
| 5Y | +136.4% | +157.6% | -21.2% | +54.9% |
| 10Y | +636.2% | +368.4% | +267.8% | +283.2% |
| All | +19,693.1% | +3,690.4% | +16,002.7% | +5,038.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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