+141.2%
ADI vs PM
+122.3%
+19.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +2.4% | -1.3% | +3.7% | +2.6% |
| 30D | -6.6% | -2.6% | -4.0% | -6.3% |
| 3M | -9.8% | +5.8% | -15.6% | -11.2% |
| 6M | +15.7% | +10.6% | +5.1% | +12.4% |
| YTD | +35.1% | +17.2% | +18.0% | +29.8% |
| 1Y | +47.7% | +17.6% | +30.1% | +41.4% |
| 3Y | +114.5% | +124.3% | -9.8% | +62.5% |
| 5Y | +141.2% | +125.1% | +16.2% | +81.3% |
| All | +141.2% | +122.3% | +19.0% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling