+13,930.3%
ADI vs IT
+6,105.9%
+7,824.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +3.0% |
| 7D | +0.4% | -6.0% | +6.5% | +2.2% |
| 30D | -3.8% | 0.0% | -3.8% | -4.2% |
| 3M | -15.3% | +13.1% | -28.3% | -20.7% |
| 6M | +6.7% | +11.7% | -5.0% | -1.6% |
| YTD | +34.8% | -26.1% | +60.9% | +39.8% |
| 1Y | +49.0% | -21.3% | +70.3% | +50.7% |
| 3Y | +108.1% | -46.7% | +154.8% | +134.3% |
| 5Y | +142.4% | -40.5% | +182.9% | +162.5% |
| 10Y | +589.9% | +103.9% | +486.0% | +396.5% |
| All | +13,930.3% | +6,105.9% | +7,824.4% | +2,886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling