+127.4%
ADI vs FIVE
+34.8%
+92.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -12.8% | -0.3% | -12.6% | -12.8% |
| 30D | -11.3% | +17.7% | -29.0% | -14.6% |
| 3M | -3.4% | +4.0% | -7.3% | -4.6% |
| 6M | -12.0% | +2.6% | -14.6% | -13.3% |
| YTD | +35.3% | +27.6% | +7.7% | +26.3% |
| 1Y | +58.1% | +59.9% | -1.9% | +39.9% |
| 3Y | +127.4% | +35.8% | +91.6% | +72.7% |
| All | +127.4% | +34.8% | +92.5% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling