+653.2%
ADI vs FIVE
+535.9%
+117.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +0.7% | +17.4% | -16.7% | -3.9% |
| 3M | +6.5% | +7.0% | -0.5% | +3.9% |
| 6M | -2.7% | +20.5% | -23.1% | -8.8% |
| YTD | +52.2% | +33.1% | +19.1% | +37.6% |
| 1Y | +77.5% | +67.1% | +10.4% | +49.9% |
| 3Y | +148.8% | +41.9% | +106.9% | +103.7% |
| 5Y | +142.9% | +21.1% | +121.8% | +101.2% |
| 10Y | +653.2% | +518.8% | +134.4% | +323.8% |
| All | +653.2% | +535.9% | +117.3% | +323.8% |
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 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