+636.2%
ADI vs RF
+248.4%
+387.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -6.3% | +0.3% | -6.7% | -6.3% |
| 30D | -3.2% | +6.2% | -9.4% | -5.6% |
| 3M | +2.8% | -7.8% | +10.6% | +6.4% |
| 6M | -5.0% | +5.9% | -11.0% | -8.0% |
| YTD | +46.3% | +9.0% | +37.3% | +39.7% |
| 1Y | +71.6% | +19.3% | +52.4% | +57.6% |
| 3Y | +139.2% | +116.4% | +22.7% | +69.4% |
| 5Y | +136.4% | +46.0% | +90.4% | +91.1% |
| 10Y | +636.2% | +239.8% | +396.4% | +310.1% |
| All | +636.2% | +248.4% | +387.8% | +310.1% |
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