+26,688.9%
ADI vs SM
+1,283.9%
+25,405.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | -6.3% | -19.5% | +13.2% | -3.5% |
| 30D | -3.2% | -20.2% | +17.0% | -0.2% |
| 3M | +2.8% | -6.5% | +9.3% | +3.1% |
| 6M | -5.0% | +1.6% | -6.6% | -6.7% |
| YTD | +46.3% | +61.2% | -14.9% | +33.0% |
| 1Y | +71.6% | +65.4% | +6.3% | +55.1% |
| 3Y | +139.2% | -13.0% | +152.2% | +133.2% |
| 5Y | +136.4% | -4.3% | +140.7% | +119.0% |
| 10Y | +636.2% | +3.0% | +633.2% | +385.3% |
| All | +26,688.9% | +1,283.9% | +25,405.0% | +9,506.7% |
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