+41,876.5%
ADI vs PH
+25,456.4%
+16,420.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +0.7% | +6.9% | -6.2% | -2.4% |
| 30D | +0.7% | +1.7% | -1.0% | 0.0% |
| 3M | +6.5% | -8.1% | +14.6% | +11.2% |
| 6M | -2.7% | +11.5% | -14.2% | -7.8% |
| YTD | +52.2% | +11.4% | +40.8% | +44.0% |
| 1Y | +77.5% | +14.1% | +63.4% | +66.0% |
| 3Y | +148.8% | +138.2% | +10.5% | +62.0% |
| 5Y | +142.9% | +216.0% | -73.1% | +36.7% |
| 10Y | +653.2% | +710.0% | -56.7% | +159.0% |
| All | +41,876.5% | +25,456.4% | +16,420.1% | +2,888.1% |
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