+844.7%
ADI vs ON
+196.4%
+648.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +13.4% | +17.0% | -3.6% | +7.6% |
| 30D | -1.3% | -3.9% | +2.6% | +0.2% |
| 3M | +6.8% | -11.5% | +18.3% | +11.1% |
| 6M | -1.9% | -29.2% | +27.3% | +8.1% |
| YTD | +52.3% | +36.2% | +16.1% | +34.0% |
| 1Y | +71.6% | +49.6% | +22.0% | +46.1% |
| 3Y | +148.9% | +9.4% | +139.5% | +127.8% |
| 5Y | +140.8% | +25.8% | +115.0% | +103.1% |
| 10Y | +653.6% | +557.1% | +96.5% | +266.0% |
| All | +844.7% | +196.4% | +648.3% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling