+574.6%
ADI vs SW
+185.4%
+389.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.5% | -9.6% | -10.9% |
| 7D | -16.7% | +4.7% | -21.3% | -17.2% |
| 30D | -14.2% | +5.0% | -19.2% | -14.8% |
| 3M | -4.1% | -7.3% | +3.2% | -3.3% |
| 6M | -10.3% | +15.0% | -25.3% | -12.3% |
| YTD | +34.3% | +18.5% | +15.8% | +30.7% |
| 1Y | +54.9% | +27.1% | +27.8% | +49.5% |
| 3Y | +125.3% | +49.3% | +76.0% | +115.3% |
| 5Y | +113.1% | -1.6% | +114.7% | +105.6% |
| All | +574.6% | +185.4% | +389.2% | +517.6% |
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