-10.5%
T vs ADI
+49.0%
-59.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.7% |
| 7D | -3.1% | +2.6% | -5.7% | -2.9% |
| 30D | +4.6% | -4.6% | +9.2% | +4.2% |
| 3M | +12.2% | -9.5% | +21.7% | +11.3% |
| 6M | -6.5% | +14.8% | -21.3% | -7.6% |
| YTD | +4.9% | +35.8% | -30.9% | +2.9% |
| 1Y | -10.5% | +48.9% | -59.4% | -13.6% |
| All | -10.5% | +49.0% | -59.5% | -13.6% |
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 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