+11,378.7%
ADI vs SIRI
-17.9%
+11,396.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +2.4% | +4.3% | -1.8% | +1.9% |
| 30D | -6.6% | -2.8% | -3.7% | -6.3% |
| 3M | -9.8% | +5.9% | -15.7% | -10.6% |
| 6M | +15.7% | +31.9% | -16.3% | +11.7% |
| YTD | +35.1% | +48.7% | -13.5% | +28.6% |
| 1Y | +47.7% | +23.2% | +24.5% | +43.5% |
| 3Y | +114.5% | -23.9% | +138.3% | +115.8% |
| 5Y | +141.2% | -43.4% | +184.6% | +146.2% |
| 10Y | +611.3% | -13.6% | +624.9% | +594.8% |
| All | +11,378.7% | -17.9% | +11,396.6% | +7,714.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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