+620.2%
ADI vs AR
+57.4%
+562.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | +9.5% | +7.4% | +2.1% | +8.5% |
| 30D | -1.4% | +5.8% | -7.1% | -2.1% |
| 3M | +4.7% | +5.2% | -0.5% | +3.8% |
| 6M | -7.4% | +5.4% | -12.9% | -8.6% |
| YTD | +48.1% | +12.4% | +35.6% | +44.1% |
| 1Y | +69.6% | +12.8% | +56.8% | +64.9% |
| 3Y | +144.4% | +47.2% | +97.2% | +127.1% |
| 5Y | +134.1% | +101.1% | +33.0% | +105.2% |
| All | +620.2% | +57.4% | +562.8% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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