+1,906.5%
ADI vs PM
+752.6%
+1,153.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.4% |
| 7D | +0.4% | -4.9% | +5.3% | +2.5% |
| 30D | -3.8% | -3.4% | -0.4% | -2.6% |
| 3M | -15.3% | +5.2% | -20.4% | -18.1% |
| 6M | +6.7% | +3.7% | +3.0% | +3.1% |
| YTD | +34.8% | +15.8% | +19.0% | +23.6% |
| 1Y | +49.0% | +17.4% | +31.7% | +34.9% |
| 3Y | +108.1% | +116.9% | -8.8% | +35.0% |
| 5Y | +142.4% | +117.3% | +25.1% | +54.4% |
| 10Y | +589.9% | +193.8% | +396.2% | +257.5% |
| All | +1,906.5% | +752.6% | +1,153.9% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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