+670.2%
ADI vs Z
+25.1%
+645.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +0.4% | -3.0% | +3.4% | +1.1% |
| 30D | -3.8% | -4.2% | +0.4% | -3.3% |
| 3M | -15.3% | -3.7% | -11.6% | -15.4% |
| 6M | +6.7% | -24.5% | +31.2% | +12.0% |
| YTD | +34.8% | -49.3% | +84.1% | +54.0% |
| 1Y | +49.0% | -58.7% | +107.7% | +78.0% |
| 3Y | +108.1% | -34.1% | +142.2% | +114.1% |
| 5Y | +142.4% | -64.5% | +207.0% | +168.4% |
| 10Y | +589.9% | -0.5% | +590.4% | +430.4% |
| All | +670.2% | +25.1% | +645.1% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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