+651.5%
ADI vs DD
+66.6%
+584.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +5.0% |
| 7D | +4.6% | -3.5% | +8.1% | +6.6% |
| 30D | -1.2% | -11.7% | +10.5% | +5.6% |
| 3M | -7.8% | -9.2% | +1.4% | -3.0% |
| 6M | +19.3% | -7.2% | +26.5% | +23.8% |
| YTD | +40.9% | +6.6% | +34.3% | +35.5% |
| 1Y | +54.5% | +32.0% | +22.5% | +31.7% |
| 3Y | +123.4% | +42.1% | +81.3% | +79.3% |
| 5Y | +142.3% | +58.1% | +84.2% | +81.6% |
| All | +651.5% | +66.6% | +584.9% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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