+620.2%
ADI vs CAPR
-65.7%
+685.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.2% | -2.6% |
| 7D | +9.5% | +5.9% | +3.6% | +9.3% |
| 30D | -1.4% | +44.6% | -46.0% | -2.2% |
| 3M | +4.7% | +126.4% | -121.6% | +2.4% |
| 6M | -7.4% | -68.6% | +61.2% | -6.8% |
| YTD | +48.1% | -67.0% | +115.0% | +48.6% |
| 1Y | +69.6% | +65.2% | +4.5% | +56.8% |
| 3Y | +144.4% | +235.6% | -91.2% | +113.0% |
| 5Y | +134.1% | +175.4% | -41.3% | +101.7% |
| All | +620.2% | -65.7% | +685.9% | +490.6% |
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