+1,629.4%
ADI vs CBOE
+1,020.3%
+609.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | -4.6% | +2.7% | -7.3% | -5.4% |
| 3M | -9.5% | +0.7% | -10.2% | -10.4% |
| 6M | +14.8% | -2.0% | +16.8% | +13.8% |
| YTD | +35.8% | +17.1% | +18.7% | +28.1% |
| 1Y | +48.9% | +26.5% | +22.4% | +37.2% |
| 3Y | +115.6% | +96.1% | +19.4% | +68.5% |
| 5Y | +135.1% | +149.3% | -14.2% | +67.8% |
| 10Y | +636.4% | +386.5% | +250.0% | +310.7% |
| All | +1,629.4% | +1,020.3% | +609.1% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling