+113.9%
ADI vs S
+16.4%
+97.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.4% | -7.7% | +8.1% | +1.8% |
| 30D | -3.8% | -5.3% | +1.5% | -3.2% |
| 3M | -15.3% | +20.3% | -35.5% | -18.7% |
| 6M | +6.7% | +47.4% | -40.7% | -3.4% |
| YTD | +34.8% | +32.5% | +2.2% | +24.7% |
| 1Y | +49.0% | +9.5% | +39.5% | +43.7% |
| All | +113.9% | +16.4% | +97.5% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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