+133.8%
ADI vs COMP
-10.9%
+144.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | -1.4% | +16.6% | -17.9% | -3.7% |
| 3M | +4.7% | -23.5% | +28.2% | +8.1% |
| 6M | -7.4% | +25.7% | -33.2% | -11.6% |
| YTD | +48.1% | -3.4% | +51.5% | +44.8% |
| 1Y | +69.6% | +7.6% | +62.1% | +63.1% |
| 3Y | +144.4% | +423.6% | -279.2% | +79.7% |
| All | +133.8% | -10.9% | +144.7% | +105.4% |
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