+138.3%
ADI vs GM
+78.3%
+60.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.4% | +5.1% |
| 7D | +4.6% | -2.4% | +7.0% | +5.5% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | -7.8% | +6.1% | -13.9% | -10.3% |
| 6M | +19.3% | +15.0% | +4.4% | +12.0% |
| YTD | +40.9% | +6.0% | +34.9% | +35.9% |
| 1Y | +54.5% | +47.1% | +7.4% | +29.3% |
| 3Y | +123.4% | +170.5% | -47.1% | +39.3% |
| All | +138.3% | +78.3% | +60.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling