+37,071.2%
ADI vs F
+639.5%
+36,431.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | +0.4% | +5.3% | -4.9% | -1.2% |
| 30D | -3.8% | +4.6% | -8.4% | -5.2% |
| 3M | -15.3% | -3.7% | -11.6% | -14.4% |
| 6M | +6.7% | +16.8% | -10.1% | +0.6% |
| YTD | +34.8% | +15.3% | +19.5% | +27.4% |
| 1Y | +49.0% | +31.0% | +18.0% | +34.6% |
| 3Y | +108.1% | +45.4% | +62.6% | +77.9% |
| 5Y | +142.4% | +54.7% | +87.8% | +96.9% |
| 10Y | +589.9% | +98.2% | +491.7% | +387.4% |
| All | +37,071.2% | +639.5% | +36,431.6% | +11,918.6% |
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