+136.9%
ADI vs FRSH
-72.5%
+209.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +4.6% | -6.6% | +11.2% | +5.8% |
| 30D | -1.2% | +2.1% | -3.3% | -1.8% |
| 3M | -7.8% | +29.0% | -36.8% | -13.0% |
| 6M | +19.3% | +48.6% | -29.3% | +8.1% |
| YTD | +40.9% | -2.9% | +43.9% | +38.8% |
| 1Y | +54.5% | -7.9% | +62.4% | +53.7% |
| 3Y | +123.4% | -46.5% | +169.9% | +141.7% |
| All | +136.9% | -72.5% | +209.4% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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