+856.4%
ADI vs SFM
+132.6%
+723.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.8% | -4.4% | +0.6% | -3.4% |
| 3M | -15.3% | +1.5% | -16.8% | -15.8% |
| 6M | +6.7% | +6.5% | +0.2% | +4.8% |
| YTD | +34.8% | +2.2% | +32.6% | +32.8% |
| 1Y | +49.0% | -41.9% | +90.9% | +58.2% |
| 3Y | +108.1% | +106.8% | +1.3% | +83.3% |
| 5Y | +142.4% | +231.6% | -89.1% | +96.7% |
| 10Y | +589.9% | +258.4% | +331.5% | +426.1% |
| All | +856.4% | +132.6% | +723.8% | +690.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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