+1,550.9%
ADI vs SW
+755.0%
+795.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.5% |
| 7D | +0.4% | -5.1% | +5.5% | +0.8% |
| 30D | -3.8% | -4.6% | +0.8% | -3.5% |
| 3M | -15.3% | +9.4% | -24.6% | -15.9% |
| 6M | +6.7% | +3.5% | +3.2% | +6.2% |
| YTD | +34.8% | +22.0% | +12.7% | +32.7% |
| 1Y | +49.0% | +2.2% | +46.8% | +48.2% |
| 3Y | +108.1% | +19.6% | +88.5% | +104.6% |
| 5Y | +142.4% | -2.3% | +144.8% | +137.7% |
| 10Y | +589.9% | +181.4% | +408.6% | +555.0% |
| All | +1,550.9% | +755.0% | +795.9% | +1,471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling