+630.6%
ADI vs CAPR
-64.9%
+695.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.9% | +8.4% |
| 7D | -4.4% | +36.0% | -40.5% | -5.0% |
| 30D | -2.8% | +25.8% | -28.6% | -3.4% |
| 3M | +1.5% | +140.8% | -139.3% | -0.8% |
| 6M | -4.7% | -67.6% | +62.9% | -4.0% |
| YTD | +46.8% | -65.9% | +112.7% | +47.4% |
| 1Y | +74.9% | +66.1% | +8.8% | +61.7% |
| 3Y | +147.4% | +256.9% | -109.4% | +115.4% |
| 5Y | +131.9% | +172.1% | -40.2% | +100.0% |
| 10Y | +630.6% | -64.7% | +695.3% | +492.2% |
| All | +630.6% | -64.9% | +695.5% | +492.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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