+620.2%
ADI vs SO
+197.2%
+423.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.1% |
| 7D | +9.5% | +1.4% | +8.1% | +9.0% |
| 30D | -1.4% | +4.7% | -6.1% | -2.9% |
| 3M | +4.7% | +1.7% | +3.0% | +4.0% |
| 6M | -7.4% | +2.2% | -9.6% | -8.6% |
| YTD | +48.1% | +10.0% | +38.1% | +42.2% |
| 1Y | +69.6% | +6.0% | +63.6% | +64.9% |
| 3Y | +144.4% | +54.1% | +90.2% | +101.9% |
| 5Y | +134.1% | +79.6% | +54.5% | +79.5% |
| All | +620.2% | +197.2% | +423.0% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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