+141.2%
ADI vs RF
+89.8%
+51.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.4% | +1.3% | -0.9% | -0.2% |
| 30D | -3.8% | -3.6% | -0.2% | -2.2% |
| 3M | -15.3% | +8.1% | -23.3% | -18.7% |
| 6M | +6.7% | +11.5% | -4.8% | +0.7% |
| YTD | +34.8% | +15.6% | +19.2% | +24.6% |
| 1Y | +49.0% | +15.7% | +33.4% | +37.4% |
| 3Y | +108.1% | +86.9% | +21.2% | +52.8% |
| All | +141.2% | +89.8% | +51.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling