+114.5%
ADI vs M
+120.4%
-6.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.9% |
| 7D | +2.4% | +2.4% | +0.1% | +1.8% |
| 30D | -6.6% | -11.6% | +5.0% | -3.7% |
| 3M | -9.8% | +1.6% | -11.4% | -10.6% |
| 6M | +15.7% | +25.2% | -9.5% | +8.4% |
| YTD | +35.1% | +3.8% | +31.4% | +32.3% |
| 1Y | +47.7% | +36.3% | +11.4% | +34.6% |
| 3Y | +114.5% | +116.3% | -1.9% | +62.0% |
| All | +114.5% | +120.4% | -6.0% | +62.0% |
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