+277.7%
ADI vs SITM
+4,507.3%
-4,229.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +2.4% | +8.4% | -5.9% | +0.4% |
| 30D | -6.6% | -17.4% | +10.8% | -2.5% |
| 3M | -9.8% | -9.8% | 0.0% | -9.3% |
| 6M | +15.7% | +83.0% | -67.3% | -4.1% |
| YTD | +35.1% | +69.6% | -34.5% | +12.8% |
| 1Y | +47.7% | +144.9% | -97.2% | +10.4% |
| 3Y | +114.5% | +429.9% | -315.4% | +21.1% |
| 5Y | +141.2% | +169.2% | -27.9% | +42.5% |
| All | +277.7% | +4,507.3% | -4,229.6% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling