+127.4%
ADI vs SNAP
-53.8%
+181.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | -12.8% | -7.1% | -5.7% | -11.5% |
| 30D | -11.3% | -14.6% | +3.3% | -8.9% |
| 3M | -3.4% | -5.0% | +1.6% | -3.0% |
| 6M | -12.0% | -18.8% | +6.8% | -9.7% |
| YTD | +35.3% | -38.5% | +73.8% | +45.0% |
| 1Y | +58.1% | -38.1% | +96.1% | +69.0% |
| 3Y | +127.4% | -53.8% | +181.1% | +119.4% |
| All | +127.4% | -53.8% | +181.2% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling