+579.4%
ADI vs RF
+279.4%
+300.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -12.8% | -0.9% | -11.9% | -12.5% |
| 30D | -11.3% | +6.0% | -17.4% | -13.6% |
| 3M | -3.4% | -8.9% | +5.5% | +0.5% |
| 6M | -12.0% | +2.3% | -14.4% | -13.5% |
| YTD | +35.3% | +7.6% | +27.7% | +29.9% |
| 1Y | +58.1% | +21.2% | +36.9% | +44.1% |
| 3Y | +127.4% | +108.5% | +18.8% | +63.9% |
| 5Y | +114.6% | +43.2% | +71.4% | +75.1% |
| All | +579.4% | +279.4% | +300.0% | +294.1% |
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