+34,804.6%
ADI vs M
+396.5%
+34,408.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | +0.4% | +4.7% | -4.3% | -0.8% |
| 30D | -3.8% | -9.6% | +5.8% | -1.3% |
| 3M | -15.3% | +0.9% | -16.1% | -15.8% |
| 6M | +6.7% | +22.3% | -15.6% | +0.4% |
| YTD | +34.8% | +6.5% | +28.2% | +31.0% |
| 1Y | +49.0% | +38.8% | +10.3% | +34.7% |
| 3Y | +108.1% | +115.9% | -7.8% | +58.6% |
| 5Y | +142.4% | +28.6% | +113.8% | +96.6% |
| 10Y | +589.9% | -2.5% | +592.4% | +383.7% |
| All | +34,804.6% | +396.5% | +34,408.1% | +10,160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling