+141.2%
ADI vs SM
+111.2%
+30.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.4% | -0.3% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -6.6% | +31.5% | -38.1% | -11.0% |
| 3M | -9.8% | +17.3% | -27.1% | -13.0% |
| 6M | +15.7% | +48.5% | -32.8% | +5.3% |
| YTD | +35.1% | +106.3% | -71.1% | +14.2% |
| 1Y | +47.7% | +47.3% | +0.4% | +33.4% |
| 3Y | +114.5% | -1.4% | +115.9% | +101.1% |
| 5Y | +141.2% | +114.0% | +27.2% | +104.1% |
| All | +141.2% | +111.2% | +30.0% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling