+620.2%
ADI vs ALM
+2,100.8%
-1,480.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.5% | -3.2% |
| 7D | +9.5% | +1.2% | +8.2% | +9.4% |
| 30D | -1.4% | -19.3% | +17.9% | -0.3% |
| 3M | +4.7% | -40.6% | +45.4% | +7.3% |
| 6M | -7.4% | -57.9% | +50.5% | -3.9% |
| YTD | +48.1% | -6.7% | +54.8% | +47.8% |
| 1Y | +69.6% | +20.2% | +49.5% | +67.3% |
| 3Y | +144.4% | +879.4% | -735.1% | +116.5% |
| 5Y | +134.1% | +415.3% | -281.2% | +109.5% |
| All | +620.2% | +2,100.8% | -1,480.6% | +467.6% |
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