+630.6%
ADI vs F
+88.0%
+542.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +7.9% | +8.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -2.8% | +2.9% | -5.7% | -4.0% |
| 3M | +1.5% | -9.5% | +11.0% | +4.7% |
| 6M | -4.7% | +4.0% | -8.7% | -7.7% |
| YTD | +46.8% | -1.3% | +48.1% | +44.7% |
| 1Y | +74.9% | -1.9% | +76.8% | +72.8% |
| 3Y | +147.4% | +53.5% | +94.0% | +100.2% |
| 5Y | +131.9% | -15.1% | +147.1% | +121.9% |
| 10Y | +630.6% | +81.0% | +549.6% | +369.8% |
| All | +630.6% | +88.0% | +542.6% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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