-6.1%
ADI vs SE
-8.1%
+2.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.6% | +8.4% |
| 7D | -4.4% | +3.3% | -7.7% | -4.3% |
| 30D | -2.8% | -18.2% | +15.3% | -3.0% |
| 3M | +1.5% | -31.3% | +32.8% | +1.1% |
| All | -6.1% | -8.1% | +2.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 6mo: compounded portfolio wealth divided by compounded SE 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…
6mo analysis · Full analysis span regression · 6 months rolling