+630.6%
ADI vs FIVE
+596.6%
+34.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.6% | +3.0% | +6.9% |
| 7D | -4.4% | +6.2% | -10.6% | -6.0% |
| 30D | -2.8% | +18.2% | -21.0% | -7.5% |
| 3M | +1.5% | +3.8% | -2.3% | 0.0% |
| 6M | -4.7% | +13.7% | -18.4% | -9.3% |
| YTD | +46.8% | +34.7% | +12.1% | +32.3% |
| 1Y | +74.9% | +66.6% | +8.3% | +47.9% |
| 3Y | +147.4% | +44.3% | +103.2% | +101.7% |
| 5Y | +131.9% | +18.8% | +113.2% | +93.4% |
| 10Y | +630.6% | +569.2% | +61.4% | +308.9% |
| All | +630.6% | +596.6% | +34.0% | +308.9% |
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