+22.7%
C vs ADI
+72.3%
-49.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.6% | -6.1% | +0.2% |
| 7D | -0.9% | -4.4% | +3.5% | 0.0% |
| 30D | -5.4% | -2.8% | -2.6% | -4.9% |
| 3M | -9.2% | +1.5% | -10.7% | -9.8% |
| 6M | -1.8% | -4.7% | +2.9% | -2.1% |
| YTD | +6.7% | +46.8% | -40.1% | -11.7% |
| All | +22.7% | +72.3% | -49.7% | -6.7% |
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