+636.4%
ADI vs SAP
+175.9%
+460.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -4.6% | +0.3% | -4.9% | -5.0% |
| 3M | -9.5% | +16.9% | -26.4% | -17.6% |
| 6M | +14.8% | +6.3% | +8.5% | +7.9% |
| YTD | +35.8% | -12.4% | +48.2% | +39.6% |
| 1Y | +48.9% | -21.6% | +70.6% | +63.4% |
| 3Y | +115.6% | +54.8% | +60.8% | +53.6% |
| 5Y | +135.1% | +56.2% | +78.9% | +62.5% |
| 10Y | +636.4% | +179.0% | +457.4% | +239.1% |
| All | +636.4% | +175.9% | +460.5% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling