+135.1%
ADI vs ON
+57.7%
+77.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -1.9% | +4.5% | +3.5% |
| 30D | -4.6% | -11.0% | +6.4% | +0.6% |
| 3M | -9.5% | -39.3% | +29.8% | +11.8% |
| 6M | +14.8% | +19.8% | -5.0% | +0.9% |
| YTD | +35.8% | +31.1% | +4.7% | +13.8% |
| 1Y | +48.9% | +46.0% | +2.9% | +17.4% |
| 3Y | +115.6% | -27.5% | +143.1% | +116.7% |
| 5Y | +135.1% | +56.9% | +78.2% | +63.2% |
| All | +135.1% | +57.7% | +77.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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