+11,168.4%
ADI vs STM
+2,285.7%
+8,882.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.6% |
| 7D | +0.4% | +5.8% | -5.4% | -2.7% |
| 30D | -3.8% | -1.0% | -2.8% | -3.5% |
| 3M | -15.3% | -33.3% | +18.0% | +3.1% |
| 6M | +6.7% | +57.4% | -50.7% | -21.2% |
| YTD | +34.8% | +102.2% | -67.4% | -14.4% |
| 1Y | +49.0% | +99.6% | -50.6% | -5.8% |
| 3Y | +108.1% | +14.5% | +93.6% | +70.2% |
| 5Y | +142.4% | +21.4% | +121.1% | +85.5% |
| 10Y | +589.9% | +695.0% | -105.1% | +62.1% |
| All | +11,168.4% | +2,285.7% | +8,882.7% | +1,590.0% |
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 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