-6.1%
ADI vs STM
-24.4%
+18.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.8% | +5.4% |
| 7D | -4.4% | -5.6% | +1.2% | -1.9% |
| 30D | -2.8% | -14.4% | +11.6% | +3.7% |
| 3M | +1.5% | -20.5% | +22.0% | +11.2% |
| All | -6.1% | -24.4% | +18.3% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling