+616.7%
ADI vs TPR
+318.3%
+298.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.7% |
| 7D | +1.3% | -5.1% | +6.5% | +3.0% |
| 30D | -6.0% | -27.6% | +21.6% | +3.5% |
| 3M | -7.7% | -17.5% | +9.7% | -3.0% |
| 6M | +14.0% | -21.3% | +35.3% | +21.2% |
| YTD | +34.4% | -8.5% | +42.9% | +35.5% |
| 1Y | +48.0% | +11.5% | +36.5% | +39.2% |
| 3Y | +113.3% | +288.0% | -174.7% | +29.6% |
| 5Y | +131.1% | +225.2% | -94.1% | +44.1% |
| All | +616.7% | +318.3% | +298.4% | +264.7% |
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