+18.6%
DIA vs ADI
+50.9%
-32.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -1.5% | -3.8% | +2.3% | -0.9% |
| 3M | +3.8% | -15.3% | +19.0% | +6.2% |
| 6M | +10.3% | +6.7% | +3.6% | +5.8% |
| YTD | +12.1% | +34.8% | -22.7% | +1.7% |
| 1Y | +18.6% | +49.0% | -30.4% | +4.4% |
| All | +18.6% | +50.9% | -32.3% | +4.4% |
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