+636.2%
ADI vs M
-3.0%
+639.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -6.3% | +5.0% | -11.3% | -7.2% |
| 30D | -3.2% | +10.6% | -13.8% | -5.2% |
| 3M | +2.8% | +1.6% | +1.2% | +2.2% |
| 6M | -5.0% | +30.8% | -35.9% | -10.5% |
| YTD | +46.3% | +16.9% | +29.4% | +40.5% |
| 1Y | +71.6% | +26.3% | +45.4% | +62.3% |
| 3Y | +139.2% | +158.6% | -19.4% | +91.0% |
| 5Y | +136.4% | +2.1% | +134.3% | +113.2% |
| 10Y | +636.2% | -4.3% | +640.6% | +488.6% |
| All | +636.2% | -3.0% | +639.3% | +488.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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