+17,246.5%
ADI vs CB
+6,559.4%
+10,687.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.3% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -3.8% | -3.1% | -0.7% | -2.8% |
| 3M | -15.3% | +9.0% | -24.2% | -18.7% |
| 6M | +6.7% | +2.9% | +3.8% | +4.4% |
| YTD | +34.8% | +10.1% | +24.7% | +28.5% |
| 1Y | +49.0% | +22.8% | +26.2% | +36.1% |
| 3Y | +108.1% | +73.8% | +34.3% | +65.3% |
| 5Y | +142.4% | +99.2% | +43.3% | +81.5% |
| 10Y | +589.9% | +218.2% | +371.7% | +324.7% |
| All | +17,246.5% | +6,559.4% | +10,687.1% | +3,731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling