+1,441.3%
ADI vs CF
+5,315.1%
-3,873.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -12.8% | -3.2% | -9.7% | -12.4% |
| 30D | -11.3% | +4.3% | -15.7% | -12.5% |
| 3M | -3.4% | +2.8% | -6.2% | -4.8% |
| 6M | -12.0% | +0.6% | -12.6% | -13.3% |
| YTD | +35.3% | +56.6% | -21.4% | +17.8% |
| 1Y | +58.1% | +49.6% | +8.5% | +39.1% |
| 3Y | +127.4% | +61.5% | +65.9% | +93.2% |
| 5Y | +114.6% | +124.0% | -9.4% | +61.5% |
| 10Y | +589.3% | +573.2% | +16.2% | +278.2% |
| All | +1,441.3% | +5,315.1% | -3,873.8% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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