+1,644.7%
ADI vs CAPR
-99.1%
+1,743.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 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% | +41.0% |
| 3Y | +108.1% | +42.2% | +65.9% | +93.1% |
| 5Y | +142.4% | +87.3% | +55.2% | +122.1% |
| 10Y | +589.9% | -75.3% | +665.2% | +506.9% |
| All | +1,644.7% | -99.1% | +1,743.8% | +1,379.2% |
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