+135.1%
ADI vs ALL
+115.1%
+20.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.6% | -2.2% | +4.9% | +2.9% |
| 30D | -4.6% | -5.6% | +1.0% | -3.9% |
| 3M | -9.5% | +17.2% | -26.7% | -12.5% |
| 6M | +14.8% | +23.2% | -8.4% | +9.7% |
| YTD | +35.8% | +23.6% | +12.2% | +29.4% |
| 1Y | +48.9% | +29.2% | +19.8% | +40.4% |
| 3Y | +115.6% | +153.8% | -38.3% | +70.7% |
| 5Y | +135.1% | +116.1% | +19.0% | +104.6% |
| All | +135.1% | +115.1% | +20.0% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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