+72.2%
ADI vs F
-2.1%
+74.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +7.9% | +8.4% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -2.8% | +2.9% | -5.7% | -3.8% |
| 3M | +1.5% | -9.5% | +11.0% | +4.4% |
| 6M | -4.7% | +4.0% | -8.7% | -9.2% |
| YTD | +46.8% | -1.3% | +48.1% | +40.1% |
| All | +72.2% | -2.1% | +74.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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