+939.4%
ADI vs ALM
+7,705.7%
-6,766.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | -3.8% | +32.0% | -35.8% | -3.9% |
| 3M | -15.3% | -15.0% | -0.2% | -15.2% |
| 6M | +6.7% | -10.1% | +16.8% | +6.7% |
| YTD | +34.8% | +99.4% | -64.7% | +34.3% |
| 1Y | +49.0% | +316.4% | -267.3% | +48.1% |
| 3Y | +108.1% | +2,022.0% | -1,913.9% | +105.3% |
| 5Y | +142.4% | +941.2% | -798.8% | +139.5% |
| 10Y | +589.9% | +2,950.3% | -2,360.4% | +578.3% |
| All | +939.4% | +7,705.7% | -6,766.4% | +912.8% |
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