+1,073.8%
ADI vs ALM
+3,525.2%
-2,451.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +0.7% | -7.2% | +7.9% | +0.7% |
| 30D | +0.7% | -26.4% | +27.1% | +0.8% |
| 3M | +6.5% | -38.6% | +45.1% | +6.7% |
| 6M | -2.7% | -61.0% | +58.3% | -2.3% |
| YTD | +52.2% | -7.4% | +59.6% | +52.2% |
| 1Y | +77.5% | +14.0% | +63.5% | +77.3% |
| 3Y | +148.8% | +844.4% | -695.7% | +146.4% |
| 5Y | +142.9% | +410.8% | -267.9% | +140.8% |
| 10Y | +653.2% | +2,084.7% | -1,431.5% | +642.8% |
| All | +1,073.8% | +3,525.2% | -2,451.4% | +1,047.6% |
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