+37,205.6%
ADI vs SO
+6,268.1%
+30,937.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -12.8% | -1.5% | -11.4% | -12.5% |
| 30D | -11.3% | +8.1% | -19.4% | -13.2% |
| 3M | -3.4% | +0.2% | -3.6% | -3.6% |
| 6M | -12.0% | +0.4% | -12.4% | -12.5% |
| YTD | +35.3% | +8.5% | +26.8% | +31.5% |
| 1Y | +58.1% | +4.9% | +53.1% | +54.9% |
| 3Y | +127.4% | +47.9% | +79.4% | +100.4% |
| 5Y | +114.6% | +75.7% | +38.9% | +79.2% |
| 10Y | +589.3% | +178.0% | +411.4% | +406.0% |
| All | +37,205.6% | +6,268.1% | +30,937.5% | +14,099.6% |
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