+165.4%
ADI vs AUR
-35.0%
+200.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.6% | +11.1% | -8.5% | +1.1% |
| 30D | -4.6% | -6.9% | +2.3% | -3.9% |
| 3M | -9.5% | +5.5% | -15.0% | -10.5% |
| 6M | +14.8% | +41.0% | -26.1% | +8.3% |
| YTD | +35.8% | +69.3% | -33.5% | +24.5% |
| 1Y | +48.9% | +14.0% | +34.9% | +43.2% |
| 3Y | +115.6% | +90.1% | +25.5% | +77.0% |
| 5Y | +135.1% | -34.4% | +169.5% | +89.6% |
| All | +165.4% | -35.0% | +200.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 all: compounded portfolio wealth divided by compounded AUR 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…
all analysis · Full analysis span regression · 6 months rolling