+113.1%
ADI vs USB
+22.2%
+90.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.1% | -9.0% | -10.2% |
| 7D | -16.7% | -1.5% | -15.2% | -16.1% |
| 30D | -14.2% | +4.3% | -18.5% | -15.8% |
| 3M | -4.1% | -6.1% | +1.9% | -1.5% |
| 6M | -10.3% | +9.4% | -19.7% | -14.6% |
| YTD | +34.3% | +15.2% | +19.1% | +24.4% |
| 1Y | +54.9% | +32.8% | +22.1% | +34.1% |
| 3Y | +125.3% | +91.3% | +34.0% | +67.8% |
| 5Y | +113.1% | +22.7% | +90.4% | +91.3% |
| All | +113.1% | +22.2% | +90.9% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling