+127.4%
ADI vs M
+100.8%
+26.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.9% |
| 7D | -12.8% | -4.3% | -8.6% | -11.9% |
| 30D | -11.3% | +1.3% | -12.6% | -11.8% |
| 3M | -3.4% | -7.4% | +4.0% | -1.8% |
| 6M | -12.0% | +18.3% | -30.4% | -16.6% |
| YTD | +35.3% | +7.6% | +27.7% | +30.8% |
| 1Y | +58.1% | +17.4% | +40.7% | +49.2% |
| 3Y | +127.4% | +108.4% | +19.0% | +78.0% |
| All | +127.4% | +100.8% | +26.5% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling