+415.1%
ADI vs SNAP
-77.2%
+492.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.8% | +2.6% | -6.4% | -4.4% |
| 3M | -15.3% | -9.9% | -5.4% | -14.5% |
| 6M | +6.7% | +1.9% | +4.8% | +4.9% |
| YTD | +34.8% | -32.2% | +67.0% | +40.3% |
| 1Y | +49.0% | -22.8% | +71.9% | +51.5% |
| 3Y | +108.1% | -47.6% | +155.7% | +113.1% |
| 5Y | +142.4% | -92.7% | +235.1% | +196.0% |
| All | +415.1% | -77.2% | +492.3% | +341.9% |
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 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