+573.0%
ADI vs TPR
+391.0%
+182.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -12.8% | +14.2% | -27.0% | -16.9% |
| 30D | -11.3% | +17.1% | -28.4% | -16.2% |
| 3M | -3.4% | -17.7% | +14.4% | +1.5% |
| 6M | -12.0% | -10.2% | -1.8% | -10.9% |
| YTD | +35.3% | +4.9% | +30.3% | +29.7% |
| 1Y | +58.1% | +36.1% | +21.9% | +38.8% |
| 3Y | +127.4% | +416.5% | -289.1% | +25.3% |
| 5Y | +114.6% | +254.8% | -140.2% | +29.3% |
| All | +573.0% | +391.0% | +182.0% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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