+141.2%
ADI vs CF
+227.0%
-85.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.9% |
| 7D | +0.4% | +6.0% | -5.6% | -0.2% |
| 30D | -3.8% | +14.8% | -18.6% | -5.3% |
| 3M | -15.3% | +14.1% | -29.3% | -16.6% |
| 6M | +6.7% | +28.5% | -21.8% | +1.6% |
| YTD | +34.8% | +74.9% | -40.2% | +21.4% |
| 1Y | +49.0% | +61.7% | -12.7% | +35.9% |
| 3Y | +108.1% | +80.3% | +27.8% | +83.6% |
| All | +141.2% | +227.0% | -85.8% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling