+616.7%
ADI vs UL
+65.6%
+551.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.5% |
| 7D | +1.3% | -4.1% | +5.4% | +2.9% |
| 30D | -6.0% | -1.2% | -4.8% | -5.6% |
| 3M | -7.7% | +6.0% | -13.7% | -10.6% |
| 6M | +14.0% | -5.5% | +19.4% | +15.4% |
| YTD | +34.4% | -3.3% | +37.7% | +34.6% |
| 1Y | +48.0% | -9.8% | +57.8% | +52.1% |
| 3Y | +113.3% | +20.1% | +93.2% | +89.3% |
| 5Y | +131.1% | +19.2% | +111.9% | +101.9% |
| All | +616.7% | +65.6% | +551.1% | +472.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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