+49.5%
ADI vs TAP
-18.3%
+67.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.4% |
| 7D | +2.6% | -5.1% | +7.7% | +2.0% |
| 30D | -4.6% | -8.4% | +3.8% | -5.6% |
| 3M | -9.5% | -3.9% | -5.6% | -9.6% |
| 6M | +14.8% | -14.4% | +29.2% | +15.0% |
| YTD | +35.8% | -14.7% | +50.6% | +36.2% |
| All | +49.5% | -18.3% | +67.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling