+653.1%
ADI vs PR
+169.5%
+483.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +0.4% | +2.9% | -2.5% | +0.2% |
| 30D | -3.8% | +18.0% | -21.8% | -5.3% |
| 3M | -15.3% | +16.9% | -32.1% | -16.6% |
| 6M | +6.7% | +28.2% | -21.5% | +3.9% |
| YTD | +34.8% | +69.3% | -34.6% | +27.7% |
| 1Y | +49.0% | +69.5% | -20.5% | +41.0% |
| 3Y | +108.1% | +81.7% | +26.4% | +94.7% |
| 5Y | +142.4% | +422.2% | -279.8% | +106.1% |
| 10Y | +589.9% | +110.4% | +479.5% | +496.3% |
| All | +653.1% | +169.5% | +483.6% | +546.5% |
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