+2,489.0%
ADI vs SBAC
+2,208.1%
+280.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -3.8% | +6.9% | -10.7% | -5.0% |
| 3M | -15.3% | -8.2% | -7.0% | -14.3% |
| 6M | +6.7% | -1.6% | +8.3% | +5.9% |
| YTD | +34.8% | -0.1% | +34.9% | +33.1% |
| 1Y | +49.0% | -0.5% | +49.5% | +47.1% |
| 3Y | +108.1% | -9.1% | +117.1% | +106.2% |
| 5Y | +142.4% | -43.8% | +186.2% | +161.4% |
| 10Y | +589.9% | +80.5% | +509.4% | +496.9% |
| All | +2,489.0% | +2,208.1% | +280.9% | +1,041.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling