+139,197.7%
MSFT vs ADI
+40,813.8%
+98,384.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.5% |
| 7D | -6.2% | +0.7% | -6.9% | -6.7% |
| 30D | -3.7% | +0.7% | -4.4% | -4.3% |
| 3M | +3.6% | +6.5% | -2.9% | +0.9% |
| 6M | +26.8% | -2.7% | +29.5% | +25.2% |
| YTD | +8.4% | +52.2% | -43.8% | -7.6% |
| 1Y | +3.3% | +77.5% | -74.2% | -16.3% |
| 3Y | +44.3% | +148.8% | -104.5% | +2.2% |
| 5Y | +63.3% | +142.9% | -79.5% | +16.2% |
| 10Y | +894.4% | +653.2% | +241.2% | +398.6% |
| All | +139,197.7% | +40,813.8% | +98,384.0% | +15,218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling