+611.3%
ADI vs FIVE
+475.1%
+136.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | +2.4% | +3.7% | -1.2% | +1.3% |
| 30D | -6.6% | +4.0% | -10.5% | -7.8% |
| 3M | -9.8% | +36.2% | -46.0% | -18.0% |
| 6M | +15.7% | +18.0% | -2.3% | +8.8% |
| YTD | +35.1% | +34.9% | +0.2% | +22.0% |
| 1Y | +47.7% | +67.9% | -20.2% | +24.5% |
| 3Y | +114.5% | +57.3% | +57.1% | +70.0% |
| 5Y | +141.2% | +39.5% | +101.7% | +91.3% |
| 10Y | +611.3% | +496.4% | +114.9% | +303.1% |
| All | +611.3% | +475.1% | +136.2% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling