+37,205.6%
ADI vs F
+529.3%
+36,676.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -12.8% | +1.6% | -14.4% | -13.3% |
| 30D | -11.3% | +2.6% | -14.0% | -12.2% |
| 3M | -3.4% | -8.8% | +5.5% | -1.0% |
| 6M | -12.0% | +4.6% | -16.6% | -14.4% |
| YTD | +35.3% | -1.9% | +37.2% | +34.1% |
| 1Y | +58.1% | -0.8% | +58.8% | +56.1% |
| 3Y | +127.4% | +43.5% | +83.9% | +95.4% |
| 5Y | +114.6% | -12.1% | +126.6% | +107.5% |
| 10Y | +589.3% | +83.6% | +505.7% | +398.0% |
| All | +37,205.6% | +529.3% | +36,676.3% | +12,543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling