+1,200.3%
ADI vs FIVE
+822.5%
+377.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | -3.4% | +4.0% | -7.3% | -4.7% |
| 6M | -12.0% | +2.6% | -14.6% | -13.5% |
| YTD | +35.3% | +27.6% | +7.7% | +25.2% |
| 1Y | +58.1% | +59.9% | -1.9% | +38.0% |
| 3Y | +127.4% | +35.8% | +91.6% | +93.0% |
| 5Y | +114.6% | +14.4% | +100.2% | +84.5% |
| 10Y | +589.3% | +576.1% | +13.2% | +303.8% |
| All | +1,200.3% | +822.5% | +377.8% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling