+69.6%
ADI vs STM
+94.3%
-24.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -3.0% |
| 7D | +9.5% | +12.0% | -2.5% | +3.9% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | +4.7% | -13.2% | +17.9% | +10.8% |
| 6M | -7.4% | -26.1% | +18.6% | +3.4% |
| YTD | +48.1% | +81.2% | -33.1% | +7.7% |
| 1Y | +69.6% | +98.3% | -28.7% | +17.0% |
| All | +69.6% | +94.3% | -24.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling