+135.1%
ADI vs SBAC
-44.9%
+180.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +2.6% | +0.2% | +2.5% | +2.6% |
| 30D | -4.6% | +3.9% | -8.5% | -5.4% |
| 3M | -9.5% | -8.2% | -1.3% | -8.2% |
| 6M | +14.8% | -2.8% | +17.6% | +14.5% |
| YTD | +35.8% | -1.5% | +37.4% | +34.7% |
| 1Y | +48.9% | 0.0% | +48.9% | +46.8% |
| 3Y | +115.6% | -8.4% | +124.0% | +111.5% |
| 5Y | +135.1% | -43.5% | +178.6% | +172.0% |
| All | +135.1% | -44.9% | +180.0% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling