+136.4%
ADI vs SAN
+298.8%
-162.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -6.3% | +10.8% | -17.1% | -10.0% |
| 30D | -3.2% | -5.7% | +2.6% | -1.2% |
| 3M | +2.8% | -13.4% | +16.2% | +8.1% |
| 6M | -5.0% | +3.5% | -8.6% | -7.0% |
| YTD | +46.3% | +9.7% | +36.6% | +38.6% |
| 1Y | +71.6% | +20.9% | +50.8% | +56.5% |
| 3Y | +139.2% | +254.3% | -115.1% | +41.9% |
| 5Y | +136.4% | +304.2% | -167.8% | +29.5% |
| All | +136.4% | +298.8% | -162.4% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling