+1,015.5%
ADI vs USFR
+28.6%
+986.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +13.4% | +0.1% | +13.3% | +13.3% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | +6.8% | +1.0% | +5.8% | +6.4% |
| 6M | -1.9% | +2.0% | -3.9% | -2.6% |
| YTD | +52.3% | +3.4% | +48.8% | +50.3% |
| 1Y | +71.6% | +4.1% | +67.6% | +69.0% |
| 3Y | +148.9% | +14.4% | +134.5% | +135.5% |
| 5Y | +140.8% | +21.4% | +119.4% | +121.7% |
| 10Y | +653.6% | +28.5% | +625.1% | +584.8% |
| All | +1,015.5% | +28.6% | +986.9% | +897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling