+37,205.6%
ADI vs CLF
+646.3%
+36,559.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -12.8% | -19.6% | +6.7% | -9.2% |
| 30D | -11.3% | -5.0% | -6.4% | -10.8% |
| 3M | -3.4% | -6.3% | +2.9% | -2.9% |
| 6M | -12.0% | +2.8% | -14.8% | -13.8% |
| YTD | +35.3% | -13.7% | +49.0% | +35.0% |
| 1Y | +58.1% | +13.6% | +44.5% | +49.7% |
| 3Y | +127.4% | -34.0% | +161.3% | +124.4% |
| 5Y | +114.6% | -48.7% | +163.3% | +113.8% |
| 10Y | +589.3% | +113.4% | +475.9% | +364.0% |
| All | +37,205.6% | +646.3% | +36,559.3% | +8,169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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