+611.3%
ADI vs CMS
+117.1%
+494.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | -6.6% | -3.2% | -3.4% | -5.7% |
| 3M | -9.8% | -2.2% | -7.6% | -9.7% |
| 6M | +15.7% | -9.4% | +25.1% | +18.4% |
| YTD | +35.1% | +0.7% | +34.4% | +33.8% |
| 1Y | +47.7% | +0.4% | +47.3% | +46.1% |
| 3Y | +114.5% | +35.2% | +79.3% | +89.0% |
| 5Y | +141.2% | +24.1% | +117.1% | +116.6% |
| 10Y | +611.3% | +115.8% | +495.5% | +483.2% |
| All | +611.3% | +117.1% | +494.2% | +483.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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