+630.6%
ADI vs RF
+277.2%
+353.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.6% |
| 7D | -4.4% | -0.1% | -4.3% | -4.2% |
| 30D | -2.8% | +7.0% | -9.9% | -5.6% |
| 3M | +1.5% | -7.0% | +8.5% | +4.7% |
| 6M | -4.7% | +6.8% | -11.5% | -8.0% |
| YTD | +46.8% | +9.9% | +36.9% | +39.7% |
| 1Y | +74.9% | +21.1% | +53.8% | +59.5% |
| 3Y | +147.4% | +119.6% | +27.8% | +74.4% |
| 5Y | +131.9% | +46.2% | +85.7% | +87.5% |
| 10Y | +630.6% | +261.5% | +369.1% | +315.9% |
| All | +630.6% | +277.2% | +353.4% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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