+630.6%
ADI vs PR
+66.7%
+563.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.6% | +8.7% |
| 7D | -4.4% | -12.4% | +8.0% | -3.2% |
| 30D | -2.8% | -6.6% | +3.7% | -2.2% |
| 3M | +1.5% | +7.5% | -6.0% | +0.7% |
| 6M | -4.7% | +10.8% | -15.5% | -5.9% |
| YTD | +46.8% | +57.0% | -10.2% | +39.9% |
| 1Y | +74.9% | +67.9% | +7.0% | +65.5% |
| 3Y | +147.4% | +87.6% | +59.9% | +131.1% |
| 5Y | +131.9% | +220.4% | -88.5% | +103.8% |
| 10Y | +630.6% | +64.8% | +565.7% | +536.6% |
| All | +630.6% | +66.7% | +563.9% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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