+636.2%
ADI vs SO
+188.2%
+448.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -3.2% | +8.7% | -11.9% | -5.8% |
| 3M | +2.8% | +3.4% | -0.6% | +1.5% |
| 6M | -5.0% | +3.7% | -8.7% | -6.7% |
| YTD | +46.3% | +10.0% | +36.3% | +40.5% |
| 1Y | +71.6% | +6.6% | +65.1% | +66.6% |
| 3Y | +139.2% | +52.5% | +86.7% | +98.6% |
| 5Y | +136.4% | +76.1% | +60.4% | +82.9% |
| 10Y | +636.2% | +194.9% | +441.3% | +409.7% |
| All | +636.2% | +188.2% | +448.0% | +409.7% |
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