+114.3%
ADI vs SO
+75.0%
+39.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -12.8% | -1.5% | -11.4% | -12.7% |
| 30D | -11.3% | +8.1% | -19.4% | -12.2% |
| 3M | -3.4% | +0.2% | -3.6% | -3.4% |
| 6M | -12.0% | +0.4% | -12.4% | -12.3% |
| YTD | +35.3% | +8.5% | +26.8% | +32.7% |
| 1Y | +58.1% | +4.9% | +53.1% | +56.0% |
| 3Y | +127.4% | +47.9% | +79.4% | +100.2% |
| All | +114.3% | +75.0% | +39.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling