+12,176.6%
ADI vs STM
+1,937.6%
+10,239.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.8% | +4.8% |
| 7D | -4.4% | -5.6% | +1.2% | -1.2% |
| 30D | -2.8% | -14.4% | +11.6% | +5.7% |
| 3M | +1.5% | -20.5% | +22.0% | +14.5% |
| 6M | -4.7% | -24.5% | +19.8% | +6.5% |
| YTD | +46.8% | +72.7% | -25.9% | +1.3% |
| 1Y | +74.9% | +91.0% | -16.1% | +14.0% |
| 3Y | +147.4% | +13.5% | +133.9% | +102.6% |
| 5Y | +131.9% | -9.2% | +141.1% | +108.5% |
| 10Y | +630.6% | +422.5% | +208.0% | +118.0% |
| All | +12,176.6% | +1,937.6% | +10,239.0% | +1,899.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling