+655.8%
ADI vs PR
+152.6%
+503.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -12.8% | -16.4% | +3.6% | -11.4% |
| 30D | -11.3% | -1.9% | -9.4% | -11.2% |
| 3M | -3.4% | +8.0% | -11.3% | -4.2% |
| 6M | -12.0% | +4.1% | -16.1% | -12.6% |
| YTD | +35.3% | +58.7% | -23.4% | +28.8% |
| 1Y | +58.1% | +75.8% | -17.8% | +49.0% |
| 3Y | +127.4% | +73.2% | +54.2% | +113.8% |
| 5Y | +114.6% | +230.1% | -115.5% | +88.5% |
| 10Y | +589.3% | +67.4% | +522.0% | +494.8% |
| All | +655.8% | +152.6% | +503.2% | +552.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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