+114.3%
ADI vs PL
+20.8%
+93.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | -0.6% |
| 7D | -12.8% | -6.8% | -6.0% | -12.1% |
| 30D | -11.3% | -29.3% | +18.0% | -7.5% |
| 3M | -3.4% | -44.8% | +41.4% | +3.7% |
| 6M | -12.0% | -68.4% | +56.4% | -0.2% |
| YTD | +35.3% | -36.4% | +71.6% | +37.8% |
| 1Y | +58.1% | +0.7% | +57.3% | +50.1% |
| 3Y | +127.4% | +455.3% | -328.0% | +51.5% |
| All | +114.3% | +20.8% | +93.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling