+14.8%
ADI vs ITOT
+15.2%
-0.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.4% |
| 7D | +2.6% | -0.4% | +3.0% | +3.2% |
| 30D | -4.6% | -1.6% | -3.0% | -2.0% |
| 3M | -9.5% | +3.5% | -13.0% | -14.3% |
| 6M | +14.8% | +13.1% | +1.7% | -4.2% |
| All | +14.8% | +15.2% | -0.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling