+636.4%
ADI vs SO
+155.9%
+480.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -4.6% | -2.5% | -2.1% | -3.9% |
| 3M | -9.5% | -4.2% | -5.3% | -8.6% |
| 6M | +14.8% | -7.7% | +22.5% | +17.2% |
| YTD | +35.8% | +3.8% | +32.0% | +33.1% |
| 1Y | +48.9% | +0.1% | +48.9% | +47.4% |
| 3Y | +115.6% | +44.2% | +71.4% | +82.4% |
| 5Y | +135.1% | +57.9% | +77.2% | +89.7% |
| 10Y | +636.4% | +162.0% | +474.5% | +424.7% |
| All | +636.4% | +155.9% | +480.6% | +424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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