+141.2%
ADI vs IR
+45.6%
+95.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.9% |
| 7D | +0.4% | -2.8% | +3.3% | +2.1% |
| 30D | -3.8% | -15.1% | +11.3% | +6.0% |
| 3M | -15.3% | +6.1% | -21.3% | -19.1% |
| 6M | +6.7% | -16.8% | +23.5% | +17.8% |
| YTD | +34.8% | -3.5% | +38.3% | +34.1% |
| 1Y | +49.0% | -3.5% | +52.5% | +47.6% |
| 3Y | +108.1% | +9.5% | +98.6% | +84.7% |
| All | +141.2% | +45.6% | +95.6% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling