+114.3%
ADI vs CAPR
+142.6%
-28.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | +0.6% |
| 7D | -12.8% | +41.1% | -53.9% | -13.3% |
| 30D | -11.3% | +11.1% | -22.5% | -11.5% |
| 3M | -3.4% | +115.3% | -118.7% | -4.7% |
| 6M | -12.0% | -73.8% | +61.8% | -11.3% |
| YTD | +35.3% | -68.8% | +104.1% | +35.8% |
| 1Y | +58.1% | +43.3% | +14.8% | +50.0% |
| 3Y | +127.4% | +214.7% | -87.3% | +89.7% |
| All | +114.3% | +142.6% | -28.3% | +70.7% |
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