+41,898.0%
ADI vs DD
+1,148.4%
+40,749.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +13.4% | +6.7% | +6.6% | +10.4% |
| 30D | -1.3% | +19.4% | -20.7% | -8.4% |
| 3M | +6.8% | +7.6% | -0.8% | +3.6% |
| 6M | -1.9% | +2.9% | -4.8% | -3.1% |
| YTD | +52.3% | +29.9% | +22.4% | +36.1% |
| 1Y | +71.6% | +28.6% | +43.0% | +54.0% |
| 3Y | +148.9% | +90.0% | +58.9% | +87.5% |
| 5Y | +140.8% | +68.1% | +72.6% | +89.4% |
| 10Y | +653.6% | +98.7% | +554.9% | +424.4% |
| All | +41,898.0% | +1,148.4% | +40,749.6% | +10,252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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