+6,914.7%
ADI vs SAP
+2,432.7%
+4,482.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +2.6% |
| 7D | -12.8% | -0.7% | -12.2% | -12.8% |
| 30D | -11.3% | +11.1% | -22.4% | -15.9% |
| 3M | -3.4% | +17.0% | -20.4% | -11.0% |
| 6M | -12.0% | +34.8% | -46.9% | -26.5% |
| YTD | +35.3% | -2.2% | +37.5% | +28.3% |
| 1Y | +58.1% | -6.4% | +64.5% | +53.2% |
| 3Y | +127.4% | +75.1% | +52.2% | +61.2% |
| 5Y | +114.6% | +69.8% | +44.8% | +53.1% |
| 10Y | +589.3% | +219.8% | +369.5% | +256.4% |
| All | +6,914.7% | +2,432.7% | +4,482.0% | +1,823.5% |
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