+38,767.3%
ADI vs NTRS
+7,800.3%
+30,967.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.3% |
| 7D | +4.6% | +1.4% | +3.2% | +3.9% |
| 30D | -1.2% | -0.7% | -0.5% | -0.9% |
| 3M | -7.8% | +11.3% | -19.1% | -12.6% |
| 6M | +19.3% | +35.5% | -16.2% | +2.7% |
| YTD | +40.9% | +40.6% | +0.3% | +18.7% |
| 1Y | +54.5% | +49.2% | +5.3% | +26.4% |
| 3Y | +123.4% | +167.2% | -43.8% | +37.7% |
| 5Y | +142.3% | +94.9% | +47.4% | +68.8% |
| 10Y | +664.1% | +259.5% | +404.6% | +285.8% |
| All | +38,767.3% | +7,800.3% | +30,967.0% | +5,636.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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