+24,574.0%
ADI vs SM
+1,608.3%
+22,965.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.8% | +26.3% | -30.1% | -7.1% |
| 3M | -15.3% | +8.7% | -23.9% | -16.9% |
| 6M | +6.7% | +51.7% | -45.0% | -1.3% |
| YTD | +34.8% | +99.0% | -64.3% | +19.5% |
| 1Y | +49.0% | +34.6% | +14.4% | +39.3% |
| 3Y | +108.1% | -7.8% | +115.8% | +101.7% |
| 5Y | +142.4% | +104.8% | +37.7% | +101.7% |
| 10Y | +589.9% | +7.2% | +582.7% | +353.6% |
| All | +24,574.0% | +1,608.3% | +22,965.6% | +8,528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling