+1,794.3%
ADI vs CAPR
-99.1%
+1,893.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.6% | -0.2% |
| 7D | -6.3% | +7.6% | -14.0% | -6.4% |
| 30D | -3.2% | +13.3% | -16.5% | -3.4% |
| 3M | +2.8% | +130.4% | -127.6% | +1.1% |
| 6M | -5.0% | -70.8% | +65.8% | -4.4% |
| YTD | +46.3% | -69.3% | +115.6% | +46.9% |
| 1Y | +71.6% | +59.5% | +12.1% | +62.3% |
| 3Y | +139.2% | +216.8% | -77.6% | +119.2% |
| 5Y | +136.4% | +152.7% | -16.3% | +115.4% |
| 10Y | +636.2% | -68.2% | +704.4% | +546.2% |
| All | +1,794.3% | -99.1% | +1,893.4% | +1,505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling