+133.8%
ADI vs D
+13.1%
+120.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | -1.4% | +10.8% | +9.7% |
| 30D | -1.4% | +7.7% | -9.1% | -2.7% |
| 3M | +4.7% | -0.3% | +5.0% | +4.7% |
| 6M | -7.4% | +10.1% | -17.5% | -9.3% |
| YTD | +48.1% | +19.1% | +29.0% | +42.8% |
| 1Y | +69.6% | +15.9% | +53.7% | +64.3% |
| 3Y | +144.4% | +75.0% | +69.4% | +112.9% |
| All | +133.8% | +13.1% | +120.7% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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