+140.8%
ADI vs UL
+31.7%
+109.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +13.4% | -2.5% | +15.9% | +13.9% |
| 30D | -1.3% | +5.7% | -7.0% | -2.6% |
| 3M | +6.8% | +7.0% | -0.2% | +4.9% |
| 6M | -1.9% | +16.1% | -18.0% | -6.2% |
| YTD | +52.3% | +3.6% | +48.7% | +50.3% |
| 1Y | +71.6% | -1.4% | +73.0% | +71.8% |
| 3Y | +148.9% | +34.1% | +114.8% | +119.4% |
| 5Y | +140.8% | +32.0% | +108.8% | +106.8% |
| All | +140.8% | +31.7% | +109.1% | +106.8% |
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