+141.2%
ADI vs DAR
-8.5%
+149.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.5% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -6.6% | +13.0% | -19.5% | -9.8% |
| 3M | -9.8% | +15.0% | -24.8% | -13.6% |
| 6M | +15.7% | +26.8% | -11.2% | +7.6% |
| YTD | +35.1% | +86.4% | -51.3% | +13.0% |
| 1Y | +47.7% | +115.1% | -67.4% | +18.2% |
| 3Y | +114.5% | +14.6% | +99.8% | +96.8% |
| 5Y | +141.2% | -8.8% | +150.0% | +128.5% |
| All | +141.2% | -8.5% | +149.7% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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