+127.4%
ADI vs HWM
+330.9%
-203.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -12.8% | +3.4% | -16.2% | -13.8% |
| 30D | -11.3% | -7.5% | -3.8% | -8.9% |
| 3M | -3.4% | -28.9% | +25.5% | +8.8% |
| 6M | -12.0% | -19.6% | +7.6% | -5.9% |
| YTD | +35.3% | +0.6% | +34.6% | +32.0% |
| 1Y | +58.1% | +0.3% | +57.7% | +54.2% |
| 3Y | +127.4% | +326.1% | -198.8% | +41.7% |
| All | +127.4% | +330.9% | -203.6% | +41.7% |
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 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