+580.4%
ADI vs TRU
+228.6%
+351.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.4% |
| 7D | +2.4% | -7.2% | +9.6% | +5.5% |
| 30D | -6.6% | -2.8% | -3.8% | -5.8% |
| 3M | -9.8% | +13.0% | -22.8% | -16.2% |
| 6M | +15.7% | +0.7% | +15.0% | +11.8% |
| YTD | +35.1% | -9.0% | +44.1% | +34.9% |
| 1Y | +47.7% | -16.3% | +64.0% | +52.1% |
| 3Y | +114.5% | -1.1% | +115.5% | +93.8% |
| 5Y | +141.2% | -36.0% | +177.2% | +164.8% |
| 10Y | +611.3% | +139.9% | +471.4% | +339.4% |
| All | +580.4% | +228.6% | +351.8% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling