+131.1%
ADI vs CBOE
+145.0%
-13.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +1.3% | -3.7% | +5.0% | +1.4% |
| 30D | -6.0% | +2.0% | -7.9% | -6.0% |
| 3M | -7.7% | -4.2% | -3.5% | -7.5% |
| 6M | +14.0% | +1.2% | +12.8% | +14.2% |
| YTD | +34.4% | +15.4% | +19.0% | +33.7% |
| 1Y | +48.0% | +23.5% | +24.5% | +46.4% |
| 3Y | +113.3% | +93.2% | +20.1% | +84.8% |
| 5Y | +131.1% | +142.0% | -10.9% | +77.3% |
| All | +131.1% | +145.0% | -13.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling