+141.2%
ADI vs CAPR
+84.7%
+56.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | +0.4% | -2.0% | +2.4% | +0.5% |
| 30D | -3.8% | +139.2% | -143.0% | -5.2% |
| 3M | -15.3% | -66.4% | +51.1% | -14.7% |
| 6M | +6.7% | -63.1% | +69.8% | +7.1% |
| YTD | +34.8% | -67.4% | +102.2% | +35.4% |
| 1Y | +49.0% | +58.2% | -9.2% | +40.5% |
| 3Y | +108.1% | +42.2% | +65.9% | +82.1% |
| All | +141.2% | +84.7% | +56.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling