+95.7%
ADI vs USAR
+68.6%
+27.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.6% |
| 7D | +2.6% | -4.4% | +7.1% | +2.8% |
| 30D | -4.6% | -10.4% | +5.8% | -4.3% |
| 3M | -9.5% | -18.4% | +8.9% | -9.2% |
| 6M | +14.8% | -8.8% | +23.7% | +15.0% |
| YTD | +35.8% | +43.4% | -7.5% | +35.2% |
| 1Y | +48.9% | +21.0% | +27.9% | +48.5% |
| 3Y | +115.6% | +67.7% | +47.8% | +102.1% |
| All | +95.7% | +68.6% | +27.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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