+141.2%
ADI vs RVTY
-32.1%
+173.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.3% |
| 7D | +2.4% | +0.4% | +2.1% | +2.2% |
| 30D | -6.6% | +10.8% | -17.4% | -10.8% |
| 3M | -9.8% | +26.8% | -36.6% | -19.5% |
| 6M | +15.7% | +39.3% | -23.7% | -2.1% |
| YTD | +35.1% | +31.6% | +3.5% | +16.5% |
| 1Y | +47.7% | +47.7% | 0.0% | +19.8% |
| 3Y | +114.5% | +19.9% | +94.5% | +87.1% |
| 5Y | +141.2% | -32.3% | +173.6% | +166.9% |
| All | +141.2% | -32.1% | +173.4% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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