+293.9%
ADI vs SITM
+4,789.7%
-4,495.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.7% | +3.5% |
| 7D | +4.6% | +3.9% | +0.7% | +3.6% |
| 30D | -1.2% | -6.6% | +5.4% | +0.1% |
| 3M | -7.8% | -11.9% | +4.1% | -6.8% |
| 6M | +19.3% | +81.1% | -61.8% | -0.7% |
| YTD | +40.9% | +80.0% | -39.1% | +16.0% |
| 1Y | +54.5% | +145.8% | -91.3% | +15.5% |
| 3Y | +123.4% | +475.9% | -352.5% | +23.6% |
| 5Y | +142.3% | +189.2% | -46.9% | +40.8% |
| All | +293.9% | +4,789.7% | -4,495.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling