+146.8%
ADI vs COMP
-56.6%
+203.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -8.2% | -3.0% | -10.0% |
| 7D | -16.7% | -1.8% | -14.9% | -16.5% |
| 30D | -14.2% | -0.8% | -13.4% | -14.2% |
| 3M | -4.1% | -28.1% | +24.0% | -0.1% |
| 6M | -10.3% | +27.0% | -37.3% | -14.7% |
| YTD | +34.3% | -12.8% | +47.1% | +33.3% |
| 1Y | +54.9% | +4.9% | +50.0% | +49.6% |
| 3Y | +125.3% | +321.0% | -195.7% | +72.0% |
| 5Y | +113.1% | -25.6% | +138.7% | +86.5% |
| All | +146.8% | -56.6% | +203.4% | +119.2% |
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