+127.9%
ADI vs SN
+412.9%
-285.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -12.8% | +7.2% | -20.0% | -14.8% |
| 30D | -11.3% | +20.4% | -31.7% | -16.7% |
| 3M | -3.4% | +23.9% | -27.3% | -10.4% |
| 6M | -12.0% | +93.0% | -105.1% | -30.7% |
| YTD | +35.3% | +99.2% | -64.0% | +4.3% |
| 1Y | +58.1% | +142.6% | -84.5% | +13.3% |
| All | +127.9% | +412.9% | -285.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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