+141.2%
ADI vs CB
+99.7%
+41.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -3.8% | -3.1% | -0.7% | -3.2% |
| 3M | -15.3% | +9.0% | -24.2% | -18.0% |
| 6M | +6.7% | +2.9% | +3.8% | +5.0% |
| YTD | +34.8% | +10.1% | +24.7% | +29.5% |
| 1Y | +49.0% | +22.8% | +26.2% | +37.6% |
| 3Y | +108.1% | +73.8% | +34.3% | +65.5% |
| All | +141.2% | +99.7% | +41.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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