+115.3%
ADI vs UL
+21.6%
+93.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +2.6% | -3.2% | +5.9% | +2.8% |
| 30D | -4.6% | -0.6% | -4.0% | -4.6% |
| 3M | -9.5% | +9.4% | -18.9% | -10.5% |
| 6M | +14.8% | -4.1% | +19.0% | +15.9% |
| YTD | +35.8% | -2.0% | +37.8% | +36.8% |
| 1Y | +48.9% | -9.0% | +57.9% | +51.8% |
| All | +115.3% | +21.6% | +93.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling