+40,736.5%
ADI vs DD
+1,141.0%
+39,595.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +9.5% | +5.0% | +4.5% | +7.3% |
| 30D | -1.4% | +19.7% | -21.1% | -8.6% |
| 3M | +4.7% | +7.2% | -2.5% | +1.7% |
| 6M | -7.4% | +1.0% | -8.5% | -7.8% |
| YTD | +48.1% | +29.1% | +19.0% | +32.7% |
| 1Y | +69.6% | +28.5% | +41.2% | +52.3% |
| 3Y | +144.4% | +89.4% | +54.9% | +84.3% |
| 5Y | +134.1% | +67.1% | +67.0% | +84.7% |
| 10Y | +632.8% | +97.5% | +535.2% | +411.2% |
| All | +40,736.5% | +1,141.0% | +39,595.5% | +9,991.9% |
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