+248.6%
ADI vs U
-44.5%
+293.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +0.4% | -3.8% | +4.2% | +1.0% |
| 30D | -3.8% | +17.5% | -21.2% | -6.5% |
| 3M | -15.3% | +38.7% | -54.0% | -20.0% |
| 6M | +6.7% | +104.4% | -97.7% | -6.4% |
| YTD | +34.8% | -5.7% | +40.5% | +31.9% |
| 1Y | +49.0% | +3.7% | +45.3% | +41.9% |
| 3Y | +108.1% | +12.3% | +95.8% | +83.4% |
| 5Y | +142.4% | -68.8% | +211.3% | +134.3% |
| All | +248.6% | -44.5% | +293.1% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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