+131.1%
ADI vs UL
+18.7%
+112.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.7% |
| 7D | +1.3% | -4.1% | +5.4% | +2.3% |
| 30D | -6.0% | -1.2% | -4.8% | -5.8% |
| 3M | -7.7% | +6.0% | -13.7% | -9.6% |
| 6M | +14.0% | -5.5% | +19.4% | +15.3% |
| YTD | +34.4% | -3.3% | +37.7% | +35.0% |
| 1Y | +48.0% | -9.8% | +57.8% | +51.6% |
| 3Y | +113.3% | +20.1% | +93.2% | +94.4% |
| 5Y | +131.1% | +19.2% | +111.9% | +105.9% |
| All | +131.1% | +18.7% | +112.4% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling