+127.9%
ADI vs SAP
+69.6%
+58.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.3% |
| 7D | -12.8% | -0.7% | -12.2% | -12.8% |
| 30D | -11.3% | +11.1% | -22.4% | -13.0% |
| 3M | -3.4% | +17.0% | -20.4% | -6.1% |
| 6M | -12.0% | +34.8% | -46.9% | -17.2% |
| YTD | +35.3% | -2.2% | +37.5% | +43.4% |
| 1Y | +58.1% | -6.4% | +64.5% | +71.6% |
| All | +127.9% | +69.6% | +58.3% | +82.6% |
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