+179.2%
ADI vs PL
+46.3%
+132.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +0.7% | +13.4% | -12.7% | -0.9% |
| 30D | +0.7% | -10.2% | +10.8% | +1.9% |
| 3M | +6.5% | -39.5% | +46.0% | +12.8% |
| 6M | -2.7% | -65.7% | +63.1% | +9.3% |
| YTD | +52.2% | -27.3% | +79.5% | +52.4% |
| 1Y | +77.5% | +15.0% | +62.5% | +65.7% |
| 3Y | +148.8% | +560.8% | -412.1% | +62.0% |
| 5Y | +142.9% | +38.4% | +104.5% | +77.8% |
| All | +179.2% | +46.3% | +132.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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