+40,396.8%
ADI vs PH
+25,027.9%
+15,368.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.3% | +6.4% |
| 7D | -4.4% | +3.0% | -7.5% | -5.6% |
| 30D | -2.8% | -0.6% | -2.2% | -2.4% |
| 3M | +1.5% | -10.7% | +12.3% | +7.6% |
| 6M | -4.7% | +9.1% | -13.8% | -8.8% |
| YTD | +46.8% | +9.5% | +37.3% | +40.1% |
| 1Y | +74.9% | +14.0% | +60.9% | +63.6% |
| 3Y | +147.4% | +138.9% | +8.6% | +60.9% |
| 5Y | +131.9% | +209.1% | -77.2% | +32.0% |
| 10Y | +630.6% | +737.3% | -106.7% | +147.4% |
| All | +40,396.8% | +25,027.9% | +15,368.9% | +2,807.1% |
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