+2,086.0%
ADI vs PM
+809.8%
+1,276.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.4% | +11.0% | +9.6% |
| 7D | -4.4% | -7.3% | +2.9% | -1.3% |
| 30D | -2.8% | -4.0% | +1.2% | -1.3% |
| 3M | +1.5% | +2.7% | -1.2% | -0.2% |
| 6M | -4.7% | +14.9% | -19.6% | -11.9% |
| YTD | +46.8% | +23.5% | +23.3% | +30.5% |
| 1Y | +74.9% | +30.4% | +44.5% | +51.4% |
| 3Y | +147.4% | +143.2% | +4.2% | +51.9% |
| 5Y | +131.9% | +159.5% | -27.6% | +35.4% |
| 10Y | +630.6% | +234.7% | +395.9% | +254.2% |
| All | +2,086.0% | +809.8% | +1,276.2% | +459.1% |
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