+40,396.8%
ADI vs CP
+7,892.9%
+32,503.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.5% | +7.7% |
| 7D | -4.4% | +2.8% | -7.2% | -5.5% |
| 30D | -2.8% | +11.3% | -14.2% | -7.4% |
| 3M | +1.5% | +2.9% | -1.3% | 0.0% |
| 6M | -4.7% | +9.8% | -14.5% | -9.1% |
| YTD | +46.8% | +28.5% | +18.3% | +30.5% |
| 1Y | +74.9% | +33.5% | +41.4% | +53.0% |
| 3Y | +147.4% | +31.9% | +115.5% | +116.3% |
| 5Y | +131.9% | +25.5% | +106.4% | +105.2% |
| 10Y | +630.6% | +257.6% | +373.0% | +317.4% |
| All | +40,396.8% | +7,892.9% | +32,503.9% | +5,415.6% |
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