+620.2%
ADI vs UL
+109.3%
+510.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.1% |
| 7D | +9.5% | +1.1% | +8.3% | +9.0% |
| 30D | -1.4% | +4.5% | -5.9% | -3.3% |
| 3M | +4.7% | +6.5% | -1.7% | +1.7% |
| 6M | -7.4% | +18.2% | -25.6% | -14.5% |
| YTD | +48.1% | +4.7% | +43.4% | +43.2% |
| 1Y | +69.6% | +0.8% | +68.9% | +66.4% |
| 3Y | +144.4% | +35.9% | +108.5% | +105.2% |
| 5Y | +134.1% | +33.4% | +100.7% | +94.2% |
| All | +620.2% | +109.3% | +510.9% | +411.1% |
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