+142.9%
ADI vs CF
+115.5%
+27.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.0% |
| 7D | +0.7% | +10.4% | -9.7% | -0.2% |
| 30D | +0.7% | +7.6% | -6.9% | 0.0% |
| 3M | +6.5% | +5.2% | +1.3% | +5.7% |
| 6M | -2.7% | -0.1% | -2.6% | -3.1% |
| YTD | +52.2% | +61.7% | -9.5% | +38.1% |
| 1Y | +77.5% | +50.3% | +27.1% | +62.9% |
| 3Y | +148.8% | +66.0% | +82.8% | +121.2% |
| 5Y | +142.9% | +114.5% | +28.4% | +109.2% |
| All | +142.9% | +115.5% | +27.4% | +109.2% |
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