+133.8%
ADI vs CB
+107.6%
+26.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.0% |
| 7D | +9.5% | +2.9% | +6.5% | +8.8% |
| 30D | -1.4% | +7.3% | -8.7% | -2.9% |
| 3M | +4.7% | +9.4% | -4.7% | +2.6% |
| 6M | -7.4% | +19.6% | -27.1% | -12.4% |
| YTD | +48.1% | +21.5% | +26.6% | +39.1% |
| 1Y | +69.6% | +28.0% | +41.6% | +56.4% |
| 3Y | +144.4% | +74.9% | +69.5% | +97.2% |
| All | +133.8% | +107.6% | +26.2% | +73.6% |
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