+141.2%
ADI vs PR
+433.6%
-292.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +0.4% | +2.9% | -2.5% | -0.2% |
| 30D | -3.8% | +18.0% | -21.8% | -7.0% |
| 3M | -15.3% | +16.9% | -32.1% | -18.2% |
| 6M | +6.7% | +28.2% | -21.5% | +0.5% |
| YTD | +34.8% | +69.3% | -34.6% | +19.4% |
| 1Y | +49.0% | +69.5% | -20.5% | +31.6% |
| 3Y | +108.1% | +81.7% | +26.4% | +78.2% |
| All | +141.2% | +433.6% | -292.4% | +79.3% |
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