+37,071.2%
ADI vs PH
+25,185.5%
+11,885.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.4% | -3.1% | +3.5% | +2.0% |
| 30D | -3.8% | -3.2% | -0.5% | -2.5% |
| 3M | -15.3% | +10.6% | -25.8% | -19.6% |
| 6M | +6.7% | -2.1% | +8.8% | +7.5% |
| YTD | +34.8% | +10.2% | +24.6% | +27.9% |
| 1Y | +49.0% | +28.2% | +20.8% | +30.8% |
| 3Y | +108.1% | +134.9% | -26.8% | +35.6% |
| 5Y | +142.4% | +253.6% | -111.2% | +28.8% |
| 10Y | +589.9% | +804.7% | -214.8% | +124.7% |
| All | +37,071.2% | +25,185.5% | +11,885.6% | +2,554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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