+624.3%
ADI vs AA
+134.3%
+490.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +2.6% | -0.6% | +3.3% | +2.8% |
| 30D | -4.6% | -1.6% | -3.1% | -4.5% |
| 3M | -9.5% | -29.8% | +20.3% | -1.7% |
| 6M | +14.8% | -16.6% | +31.5% | +18.2% |
| YTD | +35.8% | -4.0% | +39.9% | +33.9% |
| 1Y | +48.9% | +63.5% | -14.6% | +26.8% |
| 3Y | +115.6% | +86.8% | +28.8% | +69.6% |
| 5Y | +135.1% | +12.4% | +122.7% | +94.1% |
| All | +624.3% | +134.3% | +490.0% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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