+114.3%
ADI vs CP
+24.4%
+89.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.6% |
| 7D | -12.8% | +2.8% | -15.6% | -14.2% |
| 30D | -11.3% | +10.2% | -21.6% | -16.1% |
| 3M | -3.4% | +2.4% | -5.7% | -5.0% |
| 6M | -12.0% | +7.7% | -19.7% | -16.5% |
| YTD | +35.3% | +26.0% | +9.3% | +16.9% |
| 1Y | +58.1% | +34.6% | +23.4% | +31.4% |
| 3Y | +127.4% | +26.7% | +100.7% | +92.6% |
| All | +114.3% | +24.4% | +89.9% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling