+45.6%
C vs ADI
+48.3%
-2.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.2% | +2.4% | +0.7% | +2.5% |
| 30D | +1.3% | -6.6% | +7.9% | +3.1% |
| 3M | +3.1% | -9.8% | +12.9% | +5.2% |
| 6M | +29.6% | +15.7% | +13.9% | +18.4% |
| YTD | +19.0% | +35.1% | -16.2% | +2.6% |
| 1Y | +45.6% | +47.7% | -2.1% | +20.8% |
| All | +45.6% | +48.3% | -2.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling