+651.5%
ADI vs CTAS
+687.6%
-36.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.3% | +3.9% |
| 7D | +4.6% | +0.5% | +4.0% | +4.3% |
| 30D | -1.2% | -0.7% | -0.4% | -0.8% |
| 3M | -7.8% | +11.1% | -18.9% | -14.8% |
| 6M | +19.3% | +2.1% | +17.2% | +15.6% |
| YTD | +40.9% | +8.0% | +33.0% | +31.5% |
| 1Y | +54.5% | -0.5% | +55.0% | +51.5% |
| 3Y | +123.4% | +66.2% | +57.2% | +55.9% |
| 5Y | +142.3% | +109.2% | +33.1% | +46.0% |
| All | +651.5% | +687.6% | -36.1% | +139.7% |
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