+620.2%
ADI vs CP
+257.3%
+362.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +9.5% | +2.1% | +7.3% | +8.2% |
| 30D | -1.4% | +9.3% | -10.7% | -6.7% |
| 3M | +4.7% | +0.5% | +4.3% | +4.0% |
| 6M | -7.4% | +10.4% | -17.8% | -13.7% |
| YTD | +48.1% | +28.7% | +19.4% | +25.1% |
| 1Y | +69.6% | +33.2% | +36.5% | +40.4% |
| 3Y | +144.4% | +38.4% | +105.9% | +94.6% |
| 5Y | +134.1% | +26.2% | +107.9% | +92.9% |
| All | +620.2% | +257.3% | +362.9% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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