+1,430.5%
ADI vs CF
+5,277.9%
-3,847.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.2% | -17.3% | -12.5% |
| 7D | -16.7% | +0.4% | -17.1% | -17.0% |
| 30D | -14.2% | +2.2% | -16.4% | -14.9% |
| 3M | -4.1% | +2.1% | -6.2% | -5.4% |
| 6M | -10.3% | -6.5% | -3.8% | -10.3% |
| YTD | +34.3% | +55.6% | -21.2% | +17.2% |
| 1Y | +54.9% | +42.3% | +12.6% | +37.8% |
| 3Y | +125.3% | +55.7% | +69.5% | +93.0% |
| 5Y | +113.1% | +122.4% | -9.3% | +60.6% |
| 10Y | +584.5% | +568.5% | +16.0% | +276.1% |
| All | +1,430.5% | +5,277.9% | -3,847.4% | +312.0% |
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