+48.9%
ADI vs M
+30.1%
+18.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.7% |
| 7D | +2.6% | -4.1% | +6.7% | +3.8% |
| 30D | -4.6% | -13.6% | +9.0% | -0.7% |
| 3M | -9.5% | -2.3% | -7.2% | -9.6% |
| 6M | +14.8% | +21.9% | -7.1% | +6.8% |
| YTD | +35.8% | -0.6% | +36.4% | +33.9% |
| 1Y | +48.9% | +29.7% | +19.2% | +30.0% |
| All | +48.9% | +30.1% | +18.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling