+40,396.8%
ADI vs TAP
+810.2%
+39,586.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.7% | +8.8% |
| 7D | -4.4% | -7.8% | +3.4% | -3.1% |
| 30D | -2.8% | +7.1% | -10.0% | -4.3% |
| 3M | +1.5% | -7.0% | +8.6% | +2.3% |
| 6M | -4.7% | -3.8% | -0.9% | -4.9% |
| YTD | +46.8% | -11.7% | +58.5% | +48.3% |
| 1Y | +74.9% | -10.1% | +85.0% | +76.0% |
| 3Y | +147.4% | -23.7% | +171.1% | +154.3% |
| 5Y | +131.9% | +2.9% | +129.0% | +124.6% |
| 10Y | +630.6% | -49.5% | +680.1% | +668.4% |
| All | +40,396.8% | +810.2% | +39,586.6% | +28,837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling