+2,711.0%
ADI vs SBAC
+2,232.4%
+478.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -6.3% | +3.6% | -10.0% | -7.0% |
| 30D | -3.2% | +4.9% | -8.1% | -4.2% |
| 3M | +2.8% | +6.5% | -3.7% | +1.2% |
| 6M | -5.0% | -11.1% | +6.1% | -3.8% |
| YTD | +46.3% | +0.9% | +45.4% | +43.9% |
| 1Y | +71.6% | -1.6% | +73.2% | +69.5% |
| 3Y | +139.2% | -7.0% | +146.1% | +135.7% |
| 5Y | +136.4% | -39.2% | +175.6% | +150.7% |
| 10Y | +636.2% | +111.4% | +524.8% | +518.3% |
| All | +2,711.0% | +2,232.4% | +478.6% | +1,133.1% |
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