+1,751.4%
ADI vs SW
+743.1%
+1,008.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.5% |
| 7D | -5.1% | +12.1% | -17.2% | -5.9% |
| 30D | -3.1% | +6.6% | -9.6% | -3.5% |
| 3M | +7.1% | -6.0% | +13.2% | +7.5% |
| 6M | +2.9% | +21.5% | -18.6% | +1.3% |
| YTD | +51.1% | +20.3% | +30.8% | +48.8% |
| 1Y | +79.3% | +28.1% | +51.2% | +75.9% |
| 3Y | +153.5% | +51.6% | +101.9% | +147.2% |
| 5Y | +144.4% | -0.1% | +144.5% | +139.5% |
| 10Y | +670.3% | +189.7% | +480.5% | +631.3% |
| All | +1,751.4% | +743.1% | +1,008.3% | +1,662.7% |
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 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