+1,067.8%
ADI vs PBF
+303.9%
+763.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +0.4% | +4.3% | -3.9% | -0.1% |
| 30D | -3.8% | +22.0% | -25.8% | -6.6% |
| 3M | -15.3% | +74.5% | -89.8% | -22.1% |
| 6M | +6.7% | +67.7% | -61.0% | -2.5% |
| YTD | +34.8% | +179.2% | -144.4% | +13.8% |
| 1Y | +49.0% | +170.0% | -121.0% | +25.4% |
| 3Y | +108.1% | +66.4% | +41.7% | +81.4% |
| 5Y | +142.4% | +764.5% | -622.1% | +58.3% |
| 10Y | +589.9% | +358.5% | +231.4% | +322.5% |
| All | +1,067.8% | +303.9% | +763.9% | +588.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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