+49.0%
ADI vs HWM
+48.6%
+0.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | -3.8% | -11.0% | +7.2% | -0.1% |
| 3M | -15.3% | +4.0% | -19.3% | -16.6% |
| 6M | +6.7% | -0.2% | +6.9% | +4.8% |
| YTD | +34.8% | +26.7% | +8.1% | +25.6% |
| 1Y | +49.0% | +44.7% | +4.3% | +32.7% |
| All | +49.0% | +48.6% | +0.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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