+636.4%
ADI vs M
-7.1%
+643.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.3% |
| 7D | +2.6% | -4.1% | +6.7% | +3.4% |
| 30D | -4.6% | -13.6% | +9.0% | -2.0% |
| 3M | -9.5% | -2.3% | -7.2% | -9.4% |
| 6M | +14.8% | +21.9% | -7.1% | +10.0% |
| YTD | +35.8% | -0.6% | +36.4% | +34.9% |
| 1Y | +48.9% | +29.7% | +19.2% | +40.3% |
| 3Y | +115.6% | +107.3% | +8.3% | +79.5% |
| 5Y | +135.1% | +20.5% | +114.6% | +107.5% |
| 10Y | +636.4% | -6.1% | +642.5% | +479.3% |
| All | +636.4% | -7.1% | +643.5% | +479.3% |
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