+136.4%
ADI vs O
+12.4%
+124.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -6.3% | +3.5% | -9.9% | -7.6% |
| 30D | -3.2% | +10.4% | -13.6% | -6.9% |
| 3M | +2.8% | -2.4% | +5.2% | +3.6% |
| 6M | -5.0% | -1.2% | -3.8% | -5.4% |
| YTD | +46.3% | +10.4% | +35.9% | +38.0% |
| 1Y | +71.6% | +11.4% | +60.2% | +61.1% |
| 3Y | +139.2% | +40.4% | +98.8% | +91.3% |
| 5Y | +136.4% | +12.1% | +124.3% | +117.9% |
| All | +136.4% | +12.4% | +124.0% | +117.9% |
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