+129.7%
ADI vs S
-56.8%
+186.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.6% |
| 6M | +6.7% | +47.4% | -40.7% | -2.3% |
| YTD | +34.8% | +32.5% | +2.2% | +25.5% |
| 1Y | +49.0% | +9.5% | +39.5% | +43.3% |
| 3Y | +108.1% | +15.5% | +92.6% | +92.3% |
| 5Y | +142.4% | -71.2% | +213.6% | +144.7% |
| All | +129.7% | -56.8% | +186.5% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling