+147.6%
ADI vs COMP
-47.7%
+195.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | -3.8% | -13.3% | +9.5% | -2.0% |
| 3M | -15.3% | +41.1% | -56.4% | -19.6% |
| 6M | +6.7% | +17.2% | -10.5% | +2.6% |
| YTD | +34.8% | +5.2% | +29.6% | +30.8% |
| 1Y | +49.0% | +18.9% | +30.1% | +41.4% |
| 3Y | +108.1% | +215.9% | -107.8% | +64.9% |
| 5Y | +142.4% | -31.2% | +173.6% | +112.3% |
| All | +147.6% | -47.7% | +195.3% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling