+620.2%
ADI vs FIVE
+504.2%
+116.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +9.5% | +2.7% | +6.8% | +8.7% |
| 30D | -1.4% | +12.7% | -14.1% | -4.7% |
| 3M | +4.7% | +2.1% | +2.7% | +3.7% |
| 6M | -7.4% | +17.5% | -24.9% | -12.7% |
| YTD | +48.1% | +31.0% | +17.1% | +34.5% |
| 1Y | +69.6% | +67.7% | +1.9% | +43.1% |
| 3Y | +144.4% | +43.4% | +101.0% | +99.3% |
| 5Y | +134.1% | +18.1% | +116.0% | +95.4% |
| All | +620.2% | +504.2% | +116.0% | +309.1% |
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