+636.4%
ADI vs STM
+656.4%
-20.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +2.6% | +1.7% | +1.0% | +1.7% |
| 30D | -4.6% | -5.2% | +0.5% | -2.1% |
| 3M | -9.5% | -29.6% | +20.1% | +6.6% |
| 6M | +14.8% | +54.4% | -39.5% | -13.5% |
| YTD | +35.8% | +99.5% | -63.7% | -12.1% |
| 1Y | +48.9% | +100.8% | -51.8% | -5.2% |
| 3Y | +115.6% | +20.2% | +95.4% | +72.2% |
| 5Y | +135.1% | +21.1% | +114.0% | +80.6% |
| 10Y | +636.4% | +664.5% | -28.1% | +159.8% |
| All | +636.4% | +656.4% | -20.0% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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