+133.8%
ADI vs TPR
+230.3%
-96.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +9.5% | -0.3% | +9.8% | +9.6% |
| 30D | -1.4% | +15.1% | -16.5% | -6.8% |
| 3M | +4.7% | +3.5% | +1.2% | +2.5% |
| 6M | -7.4% | +0.4% | -7.9% | -9.8% |
| YTD | +48.1% | +4.6% | +43.5% | +41.0% |
| 1Y | +69.6% | +33.1% | +36.5% | +47.0% |
| 3Y | +144.4% | +396.0% | -251.6% | +19.6% |
| All | +133.8% | +230.3% | -96.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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