+688.0%
ADI vs P
+485.4%
+202.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +0.4% | +6.5% | -6.1% | -1.3% |
| 30D | -3.8% | +18.8% | -22.6% | -9.0% |
| 3M | -15.3% | +26.7% | -42.0% | -21.4% |
| 6M | +6.7% | +62.2% | -55.5% | -8.7% |
| YTD | +34.8% | +48.5% | -13.7% | +16.8% |
| 1Y | +49.0% | +26.4% | +22.6% | +31.8% |
| 3Y | +108.1% | +159.4% | -51.3% | +39.5% |
| 5Y | +142.4% | +275.8% | -133.4% | +42.1% |
| 10Y | +589.9% | +732.0% | -142.1% | +221.2% |
| All | +688.0% | +485.4% | +202.7% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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