+2,046.2%
ADI vs TDY
+6,954.6%
-4,908.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +2.6% | -1.8% | +4.5% | +3.3% |
| 30D | -4.6% | -13.8% | +9.1% | +0.8% |
| 3M | -9.5% | -3.9% | -5.6% | -8.1% |
| 6M | +14.8% | -9.0% | +23.8% | +19.2% |
| YTD | +35.8% | +16.5% | +19.3% | +28.2% |
| 1Y | +48.9% | +9.3% | +39.7% | +43.9% |
| 3Y | +115.6% | +45.1% | +70.5% | +87.8% |
| 5Y | +135.1% | +35.0% | +100.1% | +110.5% |
| 10Y | +636.4% | +469.0% | +167.4% | +299.6% |
| All | +2,046.2% | +6,954.6% | -4,908.4% | +486.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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