+127.4%
ADI vs RF
+104.8%
+22.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -12.8% | -0.9% | -11.9% | -12.3% |
| 30D | -11.3% | +6.0% | -17.4% | -14.2% |
| 3M | -3.4% | -8.9% | +5.5% | +1.6% |
| 6M | -12.0% | +2.3% | -14.4% | -14.2% |
| YTD | +35.3% | +7.6% | +27.7% | +27.3% |
| 1Y | +58.1% | +21.2% | +36.9% | +38.1% |
| 3Y | +127.4% | +108.5% | +18.8% | +50.1% |
| All | +127.4% | +104.8% | +22.5% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling