+620.2%
ADI vs URA
+266.3%
+353.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | +9.5% | -1.5% | +11.0% | +10.1% |
| 30D | -1.4% | -10.4% | +9.0% | +2.5% |
| 3M | +4.7% | -29.6% | +34.4% | +17.5% |
| 6M | -7.4% | -40.3% | +32.8% | +9.3% |
| YTD | +48.1% | -25.5% | +73.5% | +59.7% |
| 1Y | +69.6% | -26.4% | +96.1% | +83.2% |
| 3Y | +144.4% | +31.4% | +112.9% | +103.7% |
| 5Y | +134.1% | +28.6% | +105.5% | +88.2% |
| All | +620.2% | +266.3% | +353.9% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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