+141.2%
ADI vs B
+153.8%
-12.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | -3.8% | +9.4% | -13.2% | -5.9% |
| 3M | -15.3% | +5.0% | -20.2% | -16.6% |
| 6M | +6.7% | -3.5% | +10.2% | +6.4% |
| YTD | +34.8% | +4.5% | +30.3% | +31.7% |
| 1Y | +49.0% | +67.8% | -18.7% | +30.7% |
| 3Y | +108.1% | +196.7% | -88.6% | +58.8% |
| All | +141.2% | +153.8% | -12.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling