+72.2%
ADI vs RF
+20.4%
+51.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.7% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -2.8% | +7.0% | -9.9% | -5.1% |
| 3M | +1.5% | -7.0% | +8.5% | +4.4% |
| 6M | -4.7% | +6.8% | -11.5% | -8.4% |
| YTD | +46.8% | +9.9% | +36.9% | +34.6% |
| All | +72.2% | +20.4% | +51.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling