+653.2%
ADI vs CTAS
+832.5%
-179.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +0.7% | -0.8% | +1.5% | +1.2% |
| 30D | +0.7% | +10.7% | -10.0% | -5.5% |
| 3M | +6.5% | +11.0% | -4.5% | -0.5% |
| 6M | -2.7% | +38.7% | -41.4% | -22.2% |
| YTD | +52.2% | +21.8% | +30.4% | +31.6% |
| 1Y | +77.5% | +23.6% | +53.9% | +51.9% |
| 3Y | +148.8% | +74.9% | +73.8% | +68.1% |
| 5Y | +142.9% | +119.5% | +23.4% | +41.2% |
| 10Y | +653.2% | +820.2% | -167.0% | +116.7% |
| All | +653.2% | +832.5% | -179.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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