+131.9%
ADI vs SM
-13.5%
+145.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.3% | +9.0% |
| 7D | -4.4% | -22.3% | +17.9% | -0.5% |
| 30D | -2.8% | -21.4% | +18.5% | +0.8% |
| 3M | +1.5% | +1.4% | +0.2% | +0.3% |
| 6M | -4.7% | +0.1% | -4.8% | -6.7% |
| YTD | +46.8% | +59.0% | -12.1% | +28.2% |
| 1Y | +74.9% | +64.3% | +10.5% | +51.1% |
| 3Y | +147.4% | -13.1% | +160.6% | +135.7% |
| 5Y | +131.9% | -13.9% | +145.8% | +114.5% |
| All | +131.9% | -13.5% | +145.4% | +114.5% |
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