+114.5%
ADI vs DT
+3.8%
+110.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +2.4% | -4.9% | +7.3% | +3.3% |
| 30D | -6.6% | +2.7% | -9.3% | -7.2% |
| 3M | -9.8% | +20.0% | -29.8% | -13.3% |
| 6M | +15.7% | +28.0% | -12.4% | +8.6% |
| YTD | +35.1% | +16.0% | +19.1% | +30.9% |
| 1Y | +47.7% | +0.7% | +47.0% | +50.6% |
| 3Y | +114.5% | +6.2% | +108.3% | +102.9% |
| All | +114.5% | +3.8% | +110.6% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling