+135.1%
ADI vs AA
+15.6%
+119.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +2.6% | -0.6% | +3.3% | +2.7% |
| 30D | -4.6% | -1.6% | -3.1% | -4.5% |
| 3M | -9.5% | -29.8% | +20.3% | -2.0% |
| 6M | +14.8% | -16.6% | +31.5% | +18.1% |
| YTD | +35.8% | -4.0% | +39.9% | +33.8% |
| 1Y | +48.9% | +63.5% | -14.6% | +26.8% |
| 3Y | +115.6% | +86.8% | +28.8% | +69.7% |
| 5Y | +135.1% | +12.4% | +122.7% | +99.6% |
| All | +135.1% | +15.6% | +119.5% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling