+37,071.1%
ADI vs TAP
+825.0%
+36,246.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.4% | -2.3% | +2.8% | +0.8% |
| 30D | -3.8% | -2.1% | -1.7% | -3.5% |
| 3M | -15.3% | +6.6% | -21.9% | -16.5% |
| 6M | +6.7% | -11.5% | +18.2% | +8.4% |
| YTD | +34.8% | -10.3% | +45.0% | +36.3% |
| 1Y | +49.0% | -14.4% | +63.4% | +51.7% |
| 3Y | +108.1% | -28.3% | +136.4% | +116.9% |
| 5Y | +142.4% | +1.7% | +140.7% | +136.0% |
| 10Y | +589.9% | -49.2% | +639.1% | +627.4% |
| All | +37,071.1% | +825.0% | +36,246.1% | +26,487.5% |
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