+154.0%
ADI vs SW
+42.5%
+111.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.4% |
| 7D | -5.1% | +12.1% | -17.2% | -8.4% |
| 30D | -3.1% | +6.6% | -9.6% | -5.1% |
| 3M | +7.1% | -6.0% | +13.2% | +8.7% |
| 6M | +2.9% | +21.5% | -18.6% | -4.3% |
| YTD | +51.1% | +20.3% | +30.8% | +40.1% |
| 1Y | +79.3% | +28.1% | +51.2% | +62.8% |
| All | +154.0% | +42.5% | +111.5% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling