+112.7%
ADI vs TAP
-27.5%
+140.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.4% | -2.3% | +2.8% | +0.6% |
| 30D | -3.8% | -2.1% | -1.7% | -3.6% |
| 3M | -15.3% | +6.6% | -21.9% | -16.2% |
| 6M | +6.7% | -11.5% | +18.2% | +8.6% |
| YTD | +34.8% | -10.3% | +45.0% | +36.4% |
| 1Y | +49.0% | -14.4% | +63.4% | +52.2% |
| All | +112.7% | -27.5% | +140.2% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling