+73.5%
MSFT vs ADI
+142.1%
-68.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +2.7% | -3.8% | +6.5% | +3.8% |
| 3M | +17.0% | -15.3% | +32.2% | +22.1% |
| 6M | +23.8% | +6.7% | +17.1% | +16.7% |
| YTD | +4.0% | +34.8% | -30.8% | -11.5% |
| 1Y | -0.8% | +49.0% | -49.8% | -19.6% |
| 3Y | +55.6% | +108.1% | -52.5% | +0.5% |
| All | +73.5% | +142.1% | -68.7% | -2.8% |
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