+62.1%
T vs ADI
+144.0%
-81.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.6% | -7.8% | +1.1% |
| 7D | +1.7% | -4.4% | +6.1% | +1.5% |
| 30D | -1.7% | -2.8% | +1.1% | -1.8% |
| 3M | -7.3% | +1.5% | -8.9% | -7.3% |
| 6M | -11.2% | -4.7% | -6.5% | -11.1% |
| YTD | -8.1% | +46.8% | -54.9% | -8.7% |
| 1Y | -8.0% | +74.9% | -82.9% | -9.0% |
| 3Y | +62.1% | +147.4% | -85.3% | +60.9% |
| All | +62.1% | +144.0% | -81.9% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling