+115.3%
ADI vs IT
-52.2%
+167.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +2.6% | -9.1% | +11.8% | +3.7% |
| 30D | -4.6% | -12.2% | +7.5% | -3.3% |
| 3M | -9.5% | +7.8% | -17.3% | -10.7% |
| 6M | +14.8% | +2.0% | +12.9% | +13.6% |
| YTD | +35.8% | -32.7% | +68.6% | +52.6% |
| 1Y | +48.9% | -31.1% | +80.0% | +65.0% |
| All | +115.3% | -52.2% | +167.5% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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