+416.9%
ADI vs SNAP
-79.3%
+496.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | -12.8% | -7.1% | -5.7% | -11.8% |
| 30D | -11.3% | -14.6% | +3.3% | -9.4% |
| 3M | -3.4% | -5.0% | +1.6% | -3.1% |
| 6M | -12.0% | -18.8% | +6.8% | -10.3% |
| YTD | +35.3% | -38.5% | +73.8% | +42.5% |
| 1Y | +58.1% | -38.1% | +96.1% | +66.1% |
| 3Y | +127.4% | -53.8% | +181.1% | +137.2% |
| 5Y | +114.6% | -90.7% | +205.3% | +154.1% |
| All | +416.9% | -79.3% | +496.3% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling