+133.8%
ADI vs FIVE
+16.7%
+117.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | +4.7% | +2.1% | +2.7% | +3.8% |
| 6M | -7.4% | +17.5% | -24.9% | -12.3% |
| YTD | +48.1% | +31.0% | +17.1% | +35.4% |
| 1Y | +69.6% | +67.7% | +1.9% | +44.7% |
| 3Y | +144.4% | +43.4% | +101.0% | +100.9% |
| All | +133.8% | +16.7% | +117.1% | +98.3% |
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