+579.4%
ADI vs SW
+182.7%
+396.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -12.8% | +2.3% | -15.2% | -13.1% |
| 30D | -11.3% | +6.8% | -18.1% | -12.2% |
| 3M | -3.4% | -5.2% | +1.8% | -2.8% |
| 6M | -12.0% | +7.4% | -19.4% | -13.2% |
| YTD | +35.3% | +17.4% | +17.9% | +31.8% |
| 1Y | +58.1% | +27.1% | +31.0% | +52.6% |
| 3Y | +127.4% | +47.9% | +79.5% | +117.5% |
| 5Y | +114.6% | -2.6% | +117.2% | +107.3% |
| All | +579.4% | +182.7% | +396.7% | +522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling