+47.7%
ADI vs CAPR
+35.6%
+12.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | +2.4% | -9.5% | +11.9% | +2.5% |
| 30D | -6.6% | +121.5% | -128.1% | -7.0% |
| 3M | -9.8% | -65.4% | +55.6% | -9.6% |
| 6M | +15.7% | -67.5% | +83.2% | +15.9% |
| YTD | +35.1% | -68.6% | +103.7% | +35.4% |
| 1Y | +47.7% | +42.7% | +5.0% | +47.7% |
| All | +47.7% | +35.6% | +12.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling