+113.6%
C vs ADI
+133.0%
-19.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +1.1% |
| 7D | +4.2% | +9.5% | -5.3% | +0.3% |
| 30D | +2.0% | -1.4% | +3.4% | +2.0% |
| 3M | -10.1% | +4.7% | -14.8% | -12.5% |
| 6M | +1.0% | -7.4% | +8.4% | +2.2% |
| YTD | +8.5% | +48.1% | -39.6% | -11.5% |
| 1Y | +25.7% | +69.6% | -43.9% | -3.6% |
| 3Y | +216.0% | +144.4% | +71.6% | +96.7% |
| All | +113.6% | +133.0% | -19.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling