+620.2%
ADI vs USFR
+28.6%
+591.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | -1.4% | +0.4% | -1.7% | -1.6% |
| 3M | +4.7% | +1.1% | +3.7% | +4.2% |
| 6M | -7.4% | +2.0% | -9.5% | -8.4% |
| YTD | +48.1% | +3.5% | +44.6% | +45.1% |
| 1Y | +69.6% | +4.1% | +65.6% | +65.5% |
| 3Y | +144.4% | +14.4% | +130.0% | +121.2% |
| 5Y | +134.1% | +21.4% | +112.7% | +99.6% |
| All | +620.2% | +28.6% | +591.6% | +524.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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