+620.2%
ADI vs SAP
+237.3%
+382.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | +9.5% | +0.6% | +8.8% | +9.2% |
| 30D | -1.4% | +6.5% | -7.9% | -4.6% |
| 3M | +4.7% | +12.2% | -7.5% | -1.7% |
| 6M | -7.4% | +46.1% | -53.5% | -25.9% |
| YTD | +48.1% | -1.6% | +49.7% | +43.2% |
| 1Y | +69.6% | -5.1% | +74.8% | +67.8% |
| 3Y | +144.4% | +68.4% | +76.0% | +67.0% |
| 5Y | +134.1% | +79.4% | +54.7% | +50.2% |
| All | +620.2% | +237.3% | +382.9% | +176.7% |
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