+47.7%
ADI vs CP
+19.5%
+28.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.4% | +2.4% | 0.0% | +1.5% |
| 30D | -6.6% | -0.5% | -6.0% | -6.5% |
| 3M | -9.8% | +1.4% | -11.2% | -10.7% |
| 6M | +15.7% | +10.3% | +5.4% | +9.1% |
| YTD | +35.1% | +24.3% | +10.8% | +21.9% |
| 1Y | +47.7% | +20.4% | +27.3% | +31.7% |
| All | +47.7% | +19.5% | +28.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling