+113.4%
ADI vs USAR
-19.4%
+132.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.8% |
| 7D | +9.5% | -0.8% | +10.3% | +9.5% |
| 30D | -1.4% | -20.9% | +19.5% | -0.6% |
| 3M | +4.7% | -56.2% | +60.9% | +7.5% |
| 6M | -7.4% | -67.9% | +60.5% | -4.5% |
| YTD | +48.1% | -31.4% | +79.5% | +50.9% |
| 1Y | +69.6% | -45.1% | +114.7% | +73.1% |
| 3Y | +144.4% | -20.3% | +164.7% | +134.6% |
| All | +113.4% | -19.4% | +132.8% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling