+37,205.6%
ADI vs CP
+7,734.8%
+29,470.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -12.8% | +2.8% | -15.6% | -13.9% |
| 30D | -11.3% | +10.2% | -21.6% | -15.2% |
| 3M | -3.4% | +2.4% | -5.7% | -4.7% |
| 6M | -12.0% | +7.7% | -19.7% | -15.5% |
| YTD | +35.3% | +26.0% | +9.3% | +21.1% |
| 1Y | +58.1% | +34.6% | +23.4% | +37.6% |
| 3Y | +127.4% | +26.7% | +100.7% | +102.1% |
| 5Y | +114.6% | +24.9% | +89.7% | +90.1% |
| 10Y | +589.3% | +258.6% | +330.7% | +293.5% |
| All | +37,205.6% | +7,734.8% | +29,470.8% | +5,022.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling