+452.2%
ADI vs IR
+274.4%
+177.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.5% |
| 7D | +2.6% | -1.9% | +4.5% | +3.6% |
| 30D | -4.6% | -15.0% | +10.4% | +3.1% |
| 3M | -9.5% | -0.4% | -9.1% | -10.0% |
| 6M | +14.8% | -15.0% | +29.9% | +23.0% |
| YTD | +35.8% | -7.1% | +42.9% | +38.4% |
| 1Y | +48.9% | -7.5% | +56.5% | +51.8% |
| 3Y | +115.6% | +6.3% | +109.3% | +104.3% |
| 5Y | +135.1% | +37.3% | +97.8% | +96.2% |
| All | +452.2% | +274.4% | +177.9% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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