+2,127.6%
ADI vs SNY
+241.9%
+1,885.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +4.6% | -3.3% | +7.9% | +6.1% |
| 30D | -1.2% | -2.2% | +1.0% | -0.3% |
| 3M | -7.8% | -3.0% | -4.8% | -7.2% |
| 6M | +19.3% | +2.7% | +16.6% | +16.7% |
| YTD | +40.9% | -6.8% | +47.8% | +43.5% |
| 1Y | +54.5% | -5.3% | +59.8% | +55.5% |
| 3Y | +123.4% | -9.8% | +133.2% | +121.6% |
| 5Y | +142.3% | +9.7% | +132.6% | +113.7% |
| 10Y | +664.1% | +64.5% | +599.6% | +441.2% |
| All | +2,127.6% | +241.9% | +1,885.6% | +795.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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