+114.3%
ADI vs COMP
-17.6%
+131.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.0% | -0.8% |
| 7D | -12.8% | +13.4% | -26.3% | -14.4% |
| 30D | -11.3% | +11.1% | -22.4% | -12.9% |
| 3M | -3.4% | -18.8% | +15.5% | -1.0% |
| 6M | -12.0% | +10.5% | -22.5% | -14.4% |
| YTD | +35.3% | -3.4% | +38.7% | +32.3% |
| 1Y | +58.1% | +19.7% | +38.4% | +49.7% |
| 3Y | +127.4% | +381.6% | -254.3% | +69.1% |
| All | +114.3% | -17.6% | +131.9% | +89.6% |
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