+112.7%
ADI vs SAP
+60.5%
+52.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | -3.8% | +9.0% | -12.8% | -5.4% |
| 3M | -15.3% | +14.9% | -30.2% | -16.7% |
| 6M | +6.7% | +11.9% | -5.2% | +5.5% |
| YTD | +34.8% | -9.9% | +44.7% | +44.6% |
| 1Y | +49.0% | -19.5% | +68.6% | +69.7% |
| All | +112.7% | +60.5% | +52.2% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling