+636.2%
ADI vs PM
+242.6%
+393.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -6.3% | -6.6% | +0.3% | -4.1% |
| 30D | -3.2% | -3.4% | +0.3% | -2.2% |
| 3M | +2.8% | +5.3% | -2.6% | +0.6% |
| 6M | -5.0% | +15.5% | -20.6% | -11.0% |
| YTD | +46.3% | +24.3% | +22.1% | +32.8% |
| 1Y | +71.6% | +29.7% | +41.9% | +53.0% |
| 3Y | +139.2% | +144.9% | -5.7% | +56.0% |
| 5Y | +136.4% | +159.0% | -22.6% | +47.8% |
| 10Y | +636.2% | +250.9% | +385.3% | +317.9% |
| All | +636.2% | +242.6% | +393.7% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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