+136.4%
ADI vs PR
+227.5%
-91.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | -6.3% | -9.5% | +3.2% | -4.4% |
| 30D | -3.2% | -5.7% | +2.5% | -2.1% |
| 3M | +2.8% | +3.0% | -0.2% | +1.8% |
| 6M | -5.0% | +11.8% | -16.8% | -7.8% |
| YTD | +46.3% | +58.5% | -12.2% | +30.6% |
| 1Y | +71.6% | +69.9% | +1.8% | +50.7% |
| 3Y | +139.2% | +84.9% | +54.3% | +103.9% |
| 5Y | +136.4% | +246.4% | -110.0% | +76.4% |
| All | +136.4% | +227.5% | -91.1% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling