+144.5%
IBM vs ADI
+621.8%
-477.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +3.6% | +2.6% | +0.9% | +2.8% |
| 30D | +1.5% | -4.6% | +6.2% | +2.8% |
| 3M | -12.9% | -9.5% | -3.4% | -11.6% |
| 6M | -3.9% | +14.8% | -18.8% | -10.5% |
| YTD | -17.3% | +35.8% | -53.2% | -27.4% |
| 1Y | -5.0% | +48.9% | -53.9% | -19.3% |
| 3Y | +78.2% | +115.6% | -37.3% | +28.7% |
| 5Y | +120.6% | +135.1% | -14.5% | +49.0% |
| 10Y | +144.5% | +636.4% | -492.0% | +5.6% |
| All | +144.5% | +621.8% | -477.3% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling