+416.4%
ADI vs SNAP
-77.4%
+493.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.4% | +1.5% | +1.0% | +2.2% |
| 30D | -6.6% | +1.9% | -8.4% | -7.1% |
| 3M | -9.8% | -3.9% | -5.9% | -9.9% |
| 6M | +15.7% | +5.2% | +10.4% | +13.1% |
| YTD | +35.1% | -32.7% | +67.8% | +40.8% |
| 1Y | +47.7% | -24.8% | +72.5% | +50.8% |
| 3Y | +114.5% | -42.2% | +156.6% | +116.9% |
| 5Y | +141.2% | -92.7% | +233.9% | +194.3% |
| All | +416.4% | -77.4% | +493.8% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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