+643.7%
ADI vs HWM
+1,247.7%
-604.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -6.3% | -1.8% | -4.6% | -5.5% |
| 30D | -3.2% | -2.7% | -0.5% | -2.3% |
| 3M | +2.8% | -22.7% | +25.5% | +11.8% |
| 6M | -5.0% | -18.9% | +13.9% | +1.3% |
| YTD | +46.3% | +7.1% | +39.2% | +40.5% |
| 1Y | +71.6% | +4.7% | +67.0% | +66.0% |
| 3Y | +139.2% | +345.6% | -206.4% | +36.5% |
| 5Y | +136.4% | +588.3% | -451.9% | +16.0% |
| 10Y | +636.2% | +1,516.2% | -879.9% | +177.1% |
| All | +643.7% | +1,247.7% | -604.0% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling