+144.4%
ADI vs STM
+16.3%
+128.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -3.1% |
| 7D | +9.5% | +12.0% | -2.5% | +3.5% |
| 30D | -1.4% | -0.4% | -1.0% | -1.2% |
| 3M | +4.7% | -13.2% | +17.9% | +11.7% |
| 6M | -7.4% | -26.1% | +18.6% | +3.9% |
| YTD | +48.1% | +81.2% | -33.1% | +1.9% |
| 1Y | +69.6% | +98.3% | -28.7% | +11.1% |
| 3Y | +144.4% | +16.7% | +127.6% | +97.9% |
| All | +144.4% | +16.3% | +128.0% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling