+115.3%
ADI vs USFR
+14.0%
+101.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.6% | +0.1% | +2.6% | +3.0% |
| 30D | -4.6% | +0.3% | -4.9% | -3.1% |
| 3M | -9.5% | +1.0% | -10.5% | -4.8% |
| 6M | +14.8% | +1.9% | +12.9% | +24.7% |
| YTD | +35.8% | +2.7% | +33.2% | +50.0% |
| 1Y | +48.9% | +4.0% | +45.0% | +68.8% |
| All | +115.3% | +14.0% | +101.3% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling