+943.2%
ADI vs ALM
+3,507.4%
-2,564.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | -12.8% | -6.7% | -6.2% | -12.8% |
| 30D | -11.3% | -32.9% | +21.5% | -11.2% |
| 3M | -3.4% | -39.5% | +36.1% | -3.1% |
| 6M | -12.0% | -62.0% | +50.0% | -11.7% |
| YTD | +35.3% | -7.8% | +43.1% | +35.3% |
| 1Y | +58.1% | +26.7% | +31.4% | +57.9% |
| 3Y | +127.4% | +825.4% | -698.0% | +125.2% |
| 5Y | +114.6% | +401.2% | -286.6% | +112.7% |
| 10Y | +589.3% | +2,074.0% | -1,484.7% | +579.8% |
| All | +943.2% | +3,507.4% | -2,564.3% | +919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling