+113.1%
ADI vs TRU
-2.2%
+115.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.3% | -9.4% | +10.7% | +4.0% |
| 30D | -6.0% | -4.1% | -1.8% | -5.1% |
| 3M | -7.7% | +13.6% | -21.3% | -12.4% |
| 6M | +14.0% | +3.6% | +10.4% | +10.6% |
| YTD | +34.4% | -9.8% | +44.2% | +35.8% |
| 1Y | +48.0% | -13.6% | +61.6% | +51.2% |
| All | +113.1% | -2.2% | +115.3% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling