+144.4%
ADI vs SMR
+125.1%
+19.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -2.5% |
| 7D | +9.5% | -8.3% | +17.7% | +10.3% |
| 30D | -1.4% | -20.1% | +18.7% | +0.4% |
| 3M | +4.7% | -52.7% | +57.4% | +10.6% |
| 6M | -7.4% | -61.0% | +53.6% | -1.3% |
| YTD | +48.1% | -67.1% | +115.2% | +57.9% |
| 1Y | +69.6% | -79.9% | +149.5% | +86.9% |
| 3Y | +144.4% | +101.7% | +42.6% | +117.3% |
| All | +144.4% | +125.1% | +19.2% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling