+74.5%
ADI vs ALM
+10.4%
+64.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.5% | +1.1% |
| 7D | +13.4% | -4.0% | +17.4% | +14.1% |
| 30D | -1.3% | -30.5% | +29.2% | +3.9% |
| 3M | +6.8% | -46.9% | +53.7% | +15.5% |
| 6M | -1.9% | -65.5% | +63.6% | +10.0% |
| YTD | +52.3% | -13.4% | +65.7% | +58.5% |
| All | +74.5% | +10.4% | +64.0% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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