+135.1%
ADI vs O
+12.6%
+122.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.5% |
| 30D | -4.6% | -2.4% | -2.2% | -3.8% |
| 3M | -9.5% | -0.6% | -8.9% | -9.9% |
| 6M | +14.8% | -5.0% | +19.8% | +16.6% |
| YTD | +35.8% | +10.4% | +25.4% | +28.4% |
| 1Y | +48.9% | +6.6% | +42.4% | +43.1% |
| 3Y | +115.6% | +28.4% | +87.2% | +83.6% |
| 5Y | +135.1% | +15.3% | +119.8% | +118.7% |
| All | +135.1% | +12.6% | +122.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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