+1,604.0%
T vs ADI
+39,235.6%
-37,631.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +2.6% | -6.3% | +8.9% | +3.2% |
| 30D | -1.1% | -3.2% | +2.1% | -1.0% |
| 3M | -7.7% | +2.8% | -10.5% | -8.4% |
| 6M | -10.6% | -5.0% | -5.6% | -10.9% |
| YTD | -7.5% | +46.3% | -53.8% | -12.7% |
| 1Y | -7.4% | +71.6% | -79.1% | -14.4% |
| 3Y | +63.1% | +139.2% | -76.1% | +42.2% |
| 5Y | +55.2% | +136.4% | -81.2% | +34.1% |
| 10Y | +58.8% | +636.2% | -577.4% | +17.6% |
| All | +1,604.0% | +39,235.6% | -37,631.6% | +628.9% |
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 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