+127.4%
ADI vs S
+34.5%
+92.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -12.8% | -13.4% | +0.6% | -10.7% |
| 30D | -11.3% | -14.0% | +2.6% | -9.2% |
| 3M | -3.4% | +4.9% | -8.2% | -4.7% |
| 6M | -12.0% | +42.0% | -54.0% | -18.7% |
| YTD | +35.3% | +45.1% | -9.9% | +23.0% |
| 1Y | +58.1% | +33.1% | +25.0% | +46.1% |
| 3Y | +127.4% | +40.6% | +86.7% | +104.4% |
| All | +127.4% | +34.5% | +92.9% | +104.4% |
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