+71.6%
ADI vs CP
+33.3%
+38.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +13.4% | +0.9% | +12.5% | +13.0% |
| 30D | -1.3% | +10.3% | -11.7% | -4.7% |
| 3M | +6.8% | +2.3% | +4.5% | +6.1% |
| 6M | -1.9% | +10.7% | -12.6% | -6.9% |
| YTD | +52.3% | +29.3% | +23.0% | +34.2% |
| 1Y | +71.6% | +31.5% | +40.2% | +48.6% |
| All | +71.6% | +33.3% | +38.4% | +48.6% |
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