+136.4%
ADI vs COMP
-18.6%
+155.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.7% |
| 7D | -6.3% | +7.2% | -13.5% | -7.3% |
| 30D | -3.2% | +6.4% | -9.6% | -4.3% |
| 3M | +2.8% | -19.4% | +22.2% | +5.3% |
| 6M | -5.0% | +14.6% | -19.6% | -8.1% |
| YTD | +46.3% | -5.5% | +51.8% | +43.5% |
| 1Y | +71.6% | +13.7% | +58.0% | +63.7% |
| 3Y | +139.2% | +409.7% | -270.5% | +76.7% |
| 5Y | +136.4% | -17.0% | +153.4% | +107.9% |
| All | +136.4% | -18.6% | +155.1% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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