+690.9%
ADI vs P
+469.1%
+221.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.2% |
| 7D | -12.8% | -23.8% | +11.0% | -6.4% |
| 30D | -11.3% | -36.6% | +25.3% | -0.3% |
| 3M | -3.4% | +10.9% | -14.2% | -7.5% |
| 6M | -12.0% | +30.0% | -42.0% | -20.5% |
| YTD | +35.3% | +44.4% | -9.1% | +17.2% |
| 1Y | +58.1% | +3.9% | +54.1% | +46.9% |
| 3Y | +127.4% | +176.6% | -49.2% | +48.5% |
| 5Y | +114.6% | +249.3% | -134.7% | +27.4% |
| 10Y | +589.3% | +726.9% | -137.6% | +220.2% |
| All | +690.9% | +469.1% | +221.7% | +274.0% |
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