+27,763.7%
ADI vs SM
+1,360.8%
+26,402.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.5% | +3.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.7% | -17.3% | +18.0% | +3.2% |
| 3M | +6.5% | -3.6% | +10.1% | +6.4% |
| 6M | -2.7% | +2.9% | -5.6% | -4.5% |
| YTD | +52.2% | +70.2% | -18.0% | +37.3% |
| 1Y | +77.5% | +66.5% | +11.0% | +60.3% |
| 3Y | +148.8% | -8.2% | +157.0% | +140.7% |
| 5Y | +142.9% | -1.5% | +144.3% | +124.1% |
| 10Y | +653.2% | +11.9% | +641.3% | +390.4% |
| All | +27,763.7% | +1,360.8% | +26,402.9% | +9,815.7% |
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