+1,872.1%
T vs ADI
+36,130.1%
-34,258.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +11.4% | -3.8% | +15.2% | +11.8% |
| 3M | +14.3% | -15.3% | +29.5% | +16.1% |
| 6M | -9.3% | +6.7% | -15.9% | -10.6% |
| YTD | +7.1% | +34.8% | -27.7% | +2.4% |
| 1Y | -9.1% | +49.0% | -58.1% | -14.3% |
| 3Y | +105.3% | +108.1% | -2.7% | +82.7% |
| 5Y | +66.8% | +142.4% | -75.6% | +44.0% |
| 10Y | +66.8% | +589.9% | -523.1% | +24.9% |
| All | +1,872.1% | +36,130.1% | -34,258.0% | +754.9% |
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