+148.1%
ADI vs SMR
+1.6%
+146.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.6% |
| 7D | +1.3% | +4.7% | -3.4% | +0.8% |
| 30D | -6.0% | +3.2% | -9.2% | -6.4% |
| 3M | -7.7% | +9.9% | -17.6% | -9.0% |
| 6M | +14.0% | -15.1% | +29.1% | +13.9% |
| YTD | +34.4% | -27.9% | +62.3% | +35.0% |
| 1Y | +48.0% | -70.2% | +118.2% | +56.9% |
| 3Y | +113.3% | +72.5% | +40.8% | +80.6% |
| All | +148.1% | +1.6% | +146.5% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling