+737.9%
BE vs ADI
+386.2%
+351.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +4.0% | +9.0% | +9.1% |
| 7D | +4.5% | +0.7% | +3.8% | +5.1% |
| 30D | -20.1% | +0.7% | -20.8% | -18.9% |
| 3M | -0.8% | +6.5% | -7.3% | -4.1% |
| 6M | -26.2% | -2.7% | -23.6% | -20.8% |
| YTD | +141.1% | +52.2% | +88.9% | +74.5% |
| 1Y | +64.8% | +77.5% | -12.6% | +4.9% |
| 3Y | +1,887.4% | +148.8% | +1,738.6% | +762.4% |
| 5Y | +518.1% | +142.9% | +375.2% | +178.2% |
| All | +737.9% | +386.2% | +351.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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