+114.5%
ADI vs ON
-28.0%
+142.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +2.3% |
| 7D | +2.4% | -2.2% | +4.6% | +3.4% |
| 30D | -6.6% | -12.4% | +5.9% | -0.8% |
| 3M | -9.8% | -41.2% | +31.4% | +12.9% |
| 6M | +15.7% | +25.0% | -9.3% | -0.5% |
| YTD | +35.1% | +31.3% | +3.9% | +13.0% |
| 1Y | +47.7% | +45.4% | +2.3% | +16.5% |
| 3Y | +114.5% | -27.4% | +141.9% | +105.7% |
| All | +114.5% | -28.0% | +142.5% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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