+624.3%
ADI vs A
+251.1%
+373.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.4% |
| 7D | +2.6% | -4.4% | +7.0% | +5.3% |
| 30D | -4.6% | -2.7% | -2.0% | -3.3% |
| 3M | -9.5% | +7.0% | -16.5% | -13.7% |
| 6M | +14.8% | +24.6% | -9.8% | -2.1% |
| YTD | +35.8% | +7.0% | +28.8% | +27.1% |
| 1Y | +48.9% | +15.6% | +33.4% | +31.7% |
| 3Y | +115.6% | +29.9% | +85.6% | +70.9% |
| 5Y | +135.1% | -15.4% | +150.5% | +142.8% |
| All | +624.3% | +251.1% | +373.2% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling