+37,071.2%
ADI vs CP
+7,669.4%
+29,401.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.6% |
| 30D | -3.8% | +0.2% | -4.0% | -3.9% |
| 3M | -15.3% | +2.6% | -17.8% | -16.6% |
| 6M | +6.7% | +6.0% | +0.7% | +3.6% |
| YTD | +34.8% | +24.9% | +9.8% | +21.5% |
| 1Y | +49.0% | +20.1% | +28.9% | +36.6% |
| 3Y | +108.1% | +16.4% | +91.7% | +92.2% |
| 5Y | +142.4% | +31.7% | +110.7% | +110.3% |
| 10Y | +589.9% | +223.9% | +366.1% | +310.6% |
| All | +37,071.2% | +7,669.4% | +29,401.7% | +5,037.6% |
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 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