+11,209.2%
ADI vs STM
+1,808.6%
+9,400.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -1.8% |
| 7D | -12.8% | -10.7% | -2.1% | -7.2% |
| 30D | -11.3% | -25.7% | +14.4% | +4.1% |
| 3M | -3.4% | -21.6% | +18.2% | +9.7% |
| 6M | -12.0% | -27.8% | +15.8% | +0.5% |
| YTD | +35.3% | +61.8% | -26.5% | -3.3% |
| 1Y | +58.1% | +78.1% | -20.0% | +7.0% |
| 3Y | +127.4% | +4.9% | +122.5% | +94.3% |
| 5Y | +114.6% | -14.3% | +128.8% | +98.9% |
| 10Y | +589.3% | +414.1% | +175.3% | +107.1% |
| All | +11,209.2% | +1,808.6% | +9,400.5% | +1,808.1% |
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