+114.5%
ADI vs HWM
+385.3%
-270.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.7% | +11.0% | +4.1% |
| 7D | +2.4% | -9.2% | +11.6% | +5.7% |
| 30D | -6.6% | -17.9% | +11.3% | -0.1% |
| 3M | -9.8% | -6.0% | -3.8% | -8.5% |
| 6M | +15.7% | -7.4% | +23.0% | +17.3% |
| YTD | +35.1% | +13.1% | +22.0% | +26.4% |
| 1Y | +47.7% | +29.3% | +18.4% | +30.5% |
| 3Y | +114.5% | +389.9% | -275.5% | +23.5% |
| All | +114.5% | +385.3% | -270.9% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling