+616.7%
ADI vs SM
+23.2%
+593.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | +1.3% | +2.1% | -0.8% | +1.1% |
| 30D | -6.0% | +18.1% | -24.1% | -7.8% |
| 3M | -7.7% | +17.0% | -24.7% | -9.9% |
| 6M | +14.0% | +55.4% | -41.5% | +6.7% |
| YTD | +34.4% | +108.6% | -74.2% | +21.0% |
| 1Y | +48.0% | +45.7% | +2.3% | +38.8% |
| 3Y | +113.3% | -0.3% | +113.6% | +105.7% |
| 5Y | +131.1% | +113.0% | +18.1% | +100.3% |
| All | +616.7% | +23.2% | +593.5% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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