+141.2%
ADI vs S
-72.3%
+213.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.7% |
| 7D | +2.4% | -5.8% | +8.3% | +3.5% |
| 30D | -6.6% | -9.2% | +2.6% | -5.3% |
| 3M | -9.8% | +23.4% | -33.2% | -14.0% |
| 6M | +15.7% | +36.9% | -21.3% | +6.9% |
| YTD | +35.1% | +29.5% | +5.6% | +25.8% |
| 1Y | +47.7% | +5.4% | +42.3% | +42.7% |
| 3Y | +114.5% | +14.7% | +99.8% | +97.1% |
| 5Y | +141.2% | -71.5% | +212.8% | +154.8% |
| All | +141.2% | -72.3% | +213.6% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling