+49.0%
ADI vs SAP
-19.8%
+68.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.5% |
| 7D | +0.4% | -2.9% | +3.3% | +0.1% |
| 30D | -3.8% | +9.0% | -12.8% | -2.6% |
| 3M | -15.3% | +14.9% | -30.2% | -11.0% |
| 6M | +6.7% | +11.9% | -5.2% | +13.7% |
| YTD | +34.8% | -9.9% | +44.7% | +50.7% |
| 1Y | +49.0% | -19.5% | +68.6% | +78.0% |
| All | +49.0% | -19.8% | +68.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling