+465.9%
ADI vs SNAP
-78.1%
+544.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -2.9% |
| 7D | +9.5% | +6.0% | +3.4% | +8.5% |
| 30D | -1.4% | -13.8% | +12.4% | +0.7% |
| 3M | +4.7% | -0.8% | +5.5% | +4.3% |
| 6M | -7.4% | -6.2% | -1.2% | -7.5% |
| YTD | +48.1% | -34.8% | +82.9% | +54.6% |
| 1Y | +69.6% | -38.7% | +108.3% | +78.6% |
| 3Y | +144.4% | -53.5% | +197.8% | +154.5% |
| 5Y | +134.1% | -90.2% | +224.3% | +175.2% |
| All | +465.9% | -78.1% | +544.0% | +386.9% |
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