+640.7%
ADI vs B
+218.7%
+422.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.6% |
| 7D | +13.4% | -6.2% | +19.6% | +14.6% |
| 30D | -1.3% | -6.6% | +5.3% | -0.3% |
| 3M | +6.8% | -7.9% | +14.7% | +8.0% |
| 6M | -1.9% | -16.8% | +14.9% | +0.6% |
| YTD | +52.3% | -11.7% | +63.9% | +53.9% |
| 1Y | +71.6% | +3.5% | +68.2% | +69.2% |
| 3Y | +148.9% | +165.7% | -16.8% | +111.1% |
| 5Y | +140.8% | +108.4% | +32.4% | +106.6% |
| All | +640.7% | +218.7% | +422.0% | +508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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