+585.0%
ADI vs HWM
+1,494.1%
-909.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 6M | +6.7% | -0.2% | +6.9% | +6.0% |
| YTD | +34.8% | +26.7% | +8.1% | +22.5% |
| 1Y | +49.0% | +44.7% | +4.3% | +28.9% |
| 3Y | +108.1% | +426.1% | -318.0% | +12.3% |
| 5Y | +142.4% | +738.5% | -596.1% | +11.4% |
| All | +585.0% | +1,494.1% | -909.1% | +144.2% |
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