+138.3%
ADI vs AU
+686.2%
-548.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.8% |
| 7D | +4.6% | -4.3% | +8.8% | +5.2% |
| 30D | -1.2% | +7.3% | -8.5% | -2.2% |
| 3M | -7.8% | +26.3% | -34.1% | -11.0% |
| 6M | +19.3% | +1.8% | +17.6% | +17.9% |
| YTD | +40.9% | +26.8% | +14.1% | +35.4% |
| 1Y | +54.5% | +66.7% | -12.2% | +43.6% |
| 3Y | +123.4% | +579.1% | -455.6% | +71.2% |
| All | +138.3% | +686.2% | -548.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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