+71.6%
ADI vs DT
-4.5%
+76.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +13.4% | +2.7% | +10.6% | +13.5% |
| 30D | -1.3% | -30.4% | +29.1% | -4.7% |
| 3M | +6.8% | -9.4% | +16.2% | +7.2% |
| 6M | -1.9% | +14.5% | -16.4% | +2.1% |
| YTD | +52.3% | +3.6% | +48.7% | +65.9% |
| 1Y | +71.6% | -3.4% | +75.1% | +93.1% |
| All | +71.6% | -4.5% | +76.2% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling