+636.4%
ADI vs ALM
+3,082.3%
-2,445.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | +2.6% | +3.6% | -1.0% | +2.4% |
| 30D | -4.6% | +33.8% | -38.4% | -6.1% |
| 3M | -9.5% | +14.8% | -24.3% | -10.4% |
| 6M | +14.8% | -7.0% | +21.8% | +14.2% |
| YTD | +35.8% | +108.1% | -72.2% | +30.4% |
| 1Y | +48.9% | +313.8% | -264.8% | +38.5% |
| 3Y | +115.6% | +2,227.6% | -2,112.1% | +83.0% |
| 5Y | +135.1% | +956.6% | -821.5% | +103.4% |
| 10Y | +636.4% | +3,082.3% | -2,445.8% | +467.9% |
| All | +636.4% | +3,082.3% | -2,445.8% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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