+135.1%
ADI vs IT
-45.7%
+180.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +2.6% | -9.1% | +11.8% | +4.9% |
| 30D | -4.6% | -12.2% | +7.5% | -1.8% |
| 3M | -9.5% | +7.8% | -17.3% | -13.1% |
| 6M | +14.8% | +2.0% | +12.9% | +10.3% |
| YTD | +35.8% | -32.7% | +68.6% | +53.8% |
| 1Y | +48.9% | -31.1% | +80.0% | +65.4% |
| 3Y | +115.6% | -52.1% | +167.6% | +179.5% |
| 5Y | +135.1% | -46.3% | +181.4% | +173.4% |
| All | +135.1% | -45.7% | +180.8% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling