-7.7%
T vs ADI
-2.8%
-4.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.7% |
| 7D | +1.0% | -12.8% | +13.9% | -2.0% |
| 30D | -10.6% | -11.3% | +0.7% | -12.4% |
| 3M | -7.7% | -3.4% | -4.4% | -8.3% |
| All | -7.7% | -2.8% | -4.9% | -8.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling