+141.2%
ADI vs TAP
0.0%
+141.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.0% |
| 7D | +2.4% | -2.3% | +4.8% | +2.8% |
| 30D | -6.6% | -9.4% | +2.8% | -5.0% |
| 3M | -9.8% | -0.8% | -9.0% | -10.1% |
| 6M | +15.7% | -14.7% | +30.4% | +18.9% |
| YTD | +35.1% | -13.9% | +49.1% | +38.1% |
| 1Y | +47.7% | -18.6% | +66.3% | +52.8% |
| 3Y | +114.5% | -32.0% | +146.5% | +130.4% |
| 5Y | +141.2% | -1.0% | +142.2% | +135.9% |
| All | +141.2% | 0.0% | +141.3% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling