+79.3%
ADI vs FIVE
+63.3%
+16.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.7% | -9.9% | -4.6% |
| 7D | -5.1% | +7.5% | -12.6% | -6.6% |
| 30D | -3.1% | +16.7% | -19.8% | -6.3% |
| 3M | +7.1% | +13.4% | -6.2% | +3.7% |
| 6M | +2.9% | +9.0% | -6.1% | +0.4% |
| YTD | +51.1% | +33.8% | +17.3% | +39.7% |
| 1Y | +79.3% | +61.2% | +18.2% | +52.8% |
| All | +79.3% | +63.3% | +16.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling