+916.3%
ADI vs AR
-27.2%
+943.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | -3.8% | +14.8% | -18.6% | -5.6% |
| 3M | -15.3% | +6.2% | -21.5% | -16.2% |
| 6M | +6.7% | +4.3% | +2.4% | +5.4% |
| YTD | +34.8% | +14.4% | +20.4% | +31.1% |
| 1Y | +49.0% | +21.3% | +27.7% | +43.5% |
| 3Y | +108.1% | +39.8% | +68.3% | +94.6% |
| 5Y | +142.4% | +142.1% | +0.4% | +107.5% |
| 10Y | +589.9% | +52.0% | +537.9% | +434.3% |
| All | +916.3% | -27.2% | +943.5% | +747.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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