+636.4%
ADI vs PM
+202.2%
+434.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | -4.6% | -0.2% | -4.5% | -4.7% |
| 3M | -9.5% | +4.9% | -14.4% | -11.8% |
| 6M | +14.8% | +9.0% | +5.8% | +9.7% |
| YTD | +35.8% | +17.8% | +18.0% | +25.8% |
| 1Y | +48.9% | +16.8% | +32.1% | +37.7% |
| 3Y | +115.6% | +125.4% | -9.9% | +45.5% |
| 5Y | +135.1% | +128.7% | +6.4% | +55.2% |
| 10Y | +636.4% | +211.8% | +424.6% | +313.4% |
| All | +636.4% | +202.2% | +434.2% | +313.4% |
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