+37,071.1%
ADI vs SO
+5,976.4%
+31,094.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -3.8% | -4.6% | +0.8% | -2.7% |
| 3M | -15.3% | -3.0% | -12.2% | -14.8% |
| 6M | +6.7% | -8.3% | +14.9% | +8.7% |
| YTD | +34.8% | +3.5% | +31.2% | +32.8% |
| 1Y | +49.0% | -0.9% | +50.0% | +48.3% |
| 3Y | +108.1% | +45.4% | +62.7% | +84.3% |
| 5Y | +142.4% | +59.6% | +82.8% | +108.0% |
| 10Y | +589.9% | +156.6% | +433.3% | +417.2% |
| All | +37,071.1% | +5,976.4% | +31,094.8% | +14,245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling