+131.5%
ADI vs S
-57.7%
+189.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +2.6% | -1.2% | +3.9% | +2.8% |
| 30D | -4.6% | -12.6% | +7.9% | -2.7% |
| 3M | -9.5% | +27.6% | -37.1% | -14.0% |
| 6M | +14.8% | +35.5% | -20.6% | +6.9% |
| YTD | +35.8% | +29.6% | +6.2% | +26.9% |
| 1Y | +48.9% | +8.1% | +40.8% | +43.5% |
| 3Y | +115.6% | +14.8% | +100.8% | +99.5% |
| 5Y | +135.1% | -70.6% | +205.7% | +138.4% |
| All | +131.5% | -57.7% | +189.2% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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