+96.8%
ADI vs AS
+120.4%
-23.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.6% |
| 7D | +0.4% | -4.9% | +5.3% | +1.8% |
| 30D | -3.8% | -19.6% | +15.8% | +2.1% |
| 3M | -15.3% | -14.4% | -0.9% | -11.9% |
| 6M | +6.7% | -20.1% | +26.8% | +12.6% |
| YTD | +34.8% | -20.9% | +55.7% | +42.2% |
| 1Y | +49.0% | -21.9% | +70.9% | +57.0% |
| All | +96.8% | +120.4% | -23.6% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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