+141.2%
ADI vs FIVE
+31.2%
+110.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.2% |
| 7D | +0.4% | +4.3% | -3.8% | -0.7% |
| 30D | -3.8% | +12.5% | -16.3% | -7.1% |
| 3M | -15.3% | +31.2% | -46.5% | -21.7% |
| 6M | +6.7% | +14.4% | -7.7% | +1.7% |
| YTD | +34.8% | +33.9% | +0.9% | +22.7% |
| 1Y | +49.0% | +65.1% | -16.0% | +27.5% |
| 3Y | +108.1% | +49.0% | +59.1% | +69.0% |
| All | +141.2% | +31.2% | +110.0% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling