+6,889.4%
ADI vs SAP
+2,233.8%
+4,655.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +0.4% | -2.9% | +3.3% | +1.7% |
| 30D | -3.8% | +9.0% | -12.8% | -7.8% |
| 3M | -15.3% | +14.9% | -30.2% | -22.3% |
| 6M | +6.7% | +11.9% | -5.2% | -3.0% |
| YTD | +34.8% | -9.9% | +44.7% | +33.8% |
| 1Y | +49.0% | -19.5% | +68.6% | +56.1% |
| 3Y | +108.1% | +61.8% | +46.3% | +54.0% |
| 5Y | +142.4% | +56.2% | +86.3% | +80.8% |
| 10Y | +589.9% | +180.6% | +409.3% | +281.5% |
| All | +6,889.4% | +2,233.8% | +4,655.7% | +1,906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling