+636.4%
ADI vs SAN
+329.5%
+306.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -4.6% | -0.1% | -4.6% | -4.7% |
| 3M | -9.5% | +19.6% | -29.1% | -16.0% |
| 6M | +14.8% | +32.7% | -17.8% | +1.6% |
| YTD | +35.8% | +26.7% | +9.1% | +21.6% |
| 1Y | +48.9% | +51.6% | -2.7% | +23.8% |
| 3Y | +115.6% | +348.7% | -233.2% | +12.5% |
| 5Y | +135.1% | +378.7% | -243.6% | +14.6% |
| 10Y | +636.4% | +336.9% | +299.5% | +244.8% |
| All | +636.4% | +329.5% | +306.9% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling