+136.4%
ADI vs ROP
+0.5%
+135.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -6.3% | +0.2% | -6.5% | -6.5% |
| 30D | -3.2% | +30.3% | -33.5% | -13.8% |
| 3M | +2.8% | +17.8% | -15.0% | -4.7% |
| 6M | -5.0% | +38.9% | -43.9% | -20.6% |
| YTD | +46.3% | +7.6% | +38.7% | +43.9% |
| 1Y | +71.6% | +6.5% | +65.1% | +70.1% |
| 3Y | +139.2% | -6.3% | +145.4% | +160.5% |
| 5Y | +136.4% | +0.9% | +135.5% | +131.8% |
| All | +136.4% | +0.5% | +135.9% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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