+113.1%
ADI vs CBOE
+93.5%
+19.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.3% |
| 7D | +1.3% | -3.7% | +5.0% | +0.7% |
| 30D | -6.0% | +2.0% | -7.9% | -5.5% |
| 3M | -7.7% | -4.2% | -3.5% | -8.1% |
| 6M | +14.0% | +1.2% | +12.8% | +16.7% |
| YTD | +34.4% | +15.4% | +19.0% | +43.0% |
| 1Y | +48.0% | +23.5% | +24.5% | +60.9% |
| All | +113.1% | +93.5% | +19.6% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling