+640.7%
ADI vs STM
+467.4%
+173.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +13.4% | +16.3% | -2.9% | +4.6% |
| 30D | -1.3% | -6.3% | +5.0% | +2.1% |
| 3M | +6.8% | -14.1% | +20.9% | +15.1% |
| 6M | -1.9% | -19.6% | +17.7% | +5.6% |
| YTD | +52.3% | +80.1% | -27.9% | +3.1% |
| 1Y | +71.6% | +95.4% | -23.7% | +11.0% |
| 3Y | +148.9% | +14.7% | +134.2% | +102.5% |
| 5Y | +140.8% | -5.4% | +146.2% | +110.5% |
| All | +640.7% | +467.4% | +173.3% | +136.3% |
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