+764.6%
ADI vs PBR
+1,873.9%
-1,109.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -4.6% | +17.5% | -22.2% | -8.2% |
| 3M | -9.5% | +20.9% | -30.4% | -13.7% |
| 6M | +14.8% | +20.2% | -5.4% | +8.9% |
| YTD | +35.8% | +84.3% | -48.5% | +16.4% |
| 1Y | +48.9% | +77.1% | -28.2% | +28.4% |
| 3Y | +115.6% | +100.8% | +14.7% | +78.0% |
| 5Y | +135.1% | +556.1% | -421.0% | +39.9% |
| 10Y | +636.4% | +676.1% | -39.6% | +266.9% |
| All | +764.6% | +1,873.9% | -1,109.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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