+149.9%
IBM vs ADI
+652.5%
-502.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | -1.8% |
| 7D | -2.5% | -4.4% | +1.9% | -1.6% |
| 30D | +8.4% | -2.8% | +11.2% | +8.7% |
| 3M | +4.5% | +1.5% | +2.9% | +3.4% |
| 6M | +7.9% | -4.7% | +12.6% | +6.9% |
| YTD | -15.2% | +46.8% | -62.0% | -27.5% |
| 1Y | -17.6% | +74.9% | -92.5% | -33.5% |
| 3Y | +82.1% | +147.4% | -65.4% | +25.6% |
| 5Y | +143.3% | +131.9% | +11.4% | +66.5% |
| 10Y | +149.9% | +630.6% | -480.7% | +14.3% |
| All | +149.9% | +652.5% | -502.5% | +14.3% |
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