+653.2%
ADI vs CF
+485.9%
+167.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +0.7% | +10.4% | -9.7% | -1.6% |
| 30D | +0.7% | +7.6% | -6.9% | -1.2% |
| 3M | +6.5% | +5.2% | +1.3% | +4.5% |
| 6M | -2.7% | -0.1% | -2.6% | -3.9% |
| YTD | +52.2% | +61.7% | -9.5% | +29.6% |
| 1Y | +77.5% | +50.3% | +27.1% | +53.9% |
| 3Y | +148.8% | +66.0% | +82.8% | +105.5% |
| 5Y | +142.9% | +114.5% | +28.4% | +74.9% |
| 10Y | +653.2% | +471.5% | +181.7% | +301.1% |
| All | +653.2% | +485.9% | +167.4% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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