+4,706.8%
ADI vs SRE
+1,553.2%
+3,153.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | -6.6% | +1.9% | -8.5% | -7.5% |
| 3M | -9.8% | -3.3% | -6.5% | -9.0% |
| 6M | +15.7% | -6.4% | +22.1% | +17.9% |
| YTD | +35.1% | -1.8% | +36.9% | +35.0% |
| 1Y | +47.7% | +10.7% | +37.0% | +40.6% |
| 3Y | +114.5% | +31.8% | +82.7% | +87.2% |
| 5Y | +141.2% | +49.2% | +92.0% | +99.0% |
| 10Y | +611.3% | +118.5% | +492.8% | +384.1% |
| All | +4,706.8% | +1,553.2% | +3,153.7% | +1,435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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