+114.5%
ADI vs SAN
+356.8%
-242.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | +3.3% | -0.9% | +1.1% |
| 30D | -6.6% | +1.1% | -7.7% | -7.0% |
| 3M | -9.8% | +22.2% | -32.0% | -16.8% |
| 6M | +15.7% | +36.0% | -20.3% | +1.9% |
| YTD | +35.1% | +28.2% | +6.9% | +20.7% |
| 1Y | +47.7% | +54.1% | -6.4% | +22.2% |
| 3Y | +114.5% | +354.2% | -239.8% | +21.7% |
| All | +114.5% | +356.8% | -242.3% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling