+154.0%
ADI vs USB
+94.5%
+59.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -4.3% |
| 7D | -5.1% | +2.4% | -7.5% | -6.5% |
| 30D | -3.1% | +6.6% | -9.6% | -6.8% |
| 3M | +7.1% | -4.1% | +11.2% | +9.4% |
| 6M | +2.9% | +12.5% | -9.6% | -5.4% |
| YTD | +51.1% | +17.6% | +33.5% | +34.0% |
| 1Y | +79.3% | +36.5% | +42.8% | +43.9% |
| All | +154.0% | +94.5% | +59.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling