+37,071.1%
ADI vs CTAS
+23,129.2%
+13,941.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +0.4% | -1.8% | +2.3% | +1.3% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | -15.3% | +11.7% | -26.9% | -20.9% |
| 6M | +6.7% | +0.7% | +6.0% | +4.5% |
| YTD | +34.8% | +7.4% | +27.4% | +27.7% |
| 1Y | +49.0% | -2.1% | +51.1% | +47.7% |
| 3Y | +108.1% | +62.9% | +45.1% | +58.8% |
| 5Y | +142.4% | +111.9% | +30.5% | +63.0% |
| 10Y | +589.9% | +652.2% | -62.3% | +146.3% |
| All | +37,071.1% | +23,129.2% | +13,941.9% | +3,928.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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