+482.0%
ADI vs SNAP
-78.3%
+560.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +13.4% | +2.6% | +10.8% | +13.0% |
| 30D | -1.3% | -19.6% | +18.3% | +1.8% |
| 3M | +6.8% | +0.4% | +6.4% | +6.2% |
| 6M | -1.9% | -5.9% | +4.0% | -2.1% |
| YTD | +52.3% | -35.3% | +87.6% | +59.2% |
| 1Y | +71.6% | -42.6% | +114.2% | +82.5% |
| 3Y | +148.9% | -53.9% | +202.8% | +159.6% |
| 5Y | +140.8% | -90.3% | +231.1% | +183.4% |
| All | +482.0% | -78.3% | +560.2% | +401.4% |
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