+620.2%
ADI vs APD
+191.9%
+428.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +9.5% | +3.8% | +5.6% | +7.4% |
| 30D | -1.4% | +8.2% | -9.6% | -5.4% |
| 3M | +4.7% | +4.3% | +0.4% | +2.3% |
| 6M | -7.4% | +4.7% | -12.1% | -10.3% |
| YTD | +48.1% | +31.5% | +16.5% | +25.7% |
| 1Y | +69.6% | +23.5% | +46.1% | +48.5% |
| 3Y | +144.4% | +29.1% | +115.2% | +101.7% |
| 5Y | +134.1% | +15.9% | +118.2% | +100.8% |
| All | +620.2% | +191.9% | +428.3% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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