+650.5%
ADI vs PR
+147.8%
+502.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.9% | -6.3% | -10.7% |
| 7D | -16.7% | -16.5% | -0.1% | -15.3% |
| 30D | -14.2% | -4.5% | -9.6% | -13.8% |
| 3M | -4.1% | +8.5% | -12.7% | -5.0% |
| 6M | -10.3% | -3.3% | -7.0% | -10.3% |
| YTD | +34.3% | +55.7% | -21.4% | +28.2% |
| 1Y | +54.9% | +82.0% | -27.2% | +45.5% |
| 3Y | +125.3% | +62.5% | +62.8% | +112.9% |
| 5Y | +113.1% | +223.9% | -110.8% | +87.5% |
| 10Y | +584.5% | +64.2% | +520.3% | +491.7% |
| All | +650.5% | +147.8% | +502.7% | +548.9% |
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