+887.3%
ADI vs USFR
+27.5%
+859.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -3.8% | +0.3% | -4.1% | -3.9% |
| 3M | -15.3% | +1.0% | -16.3% | -15.6% |
| 6M | +6.7% | +1.9% | +4.7% | +5.9% |
| YTD | +34.8% | +2.6% | +32.2% | +33.4% |
| 1Y | +49.0% | +4.0% | +45.0% | +46.7% |
| 3Y | +108.1% | +14.1% | +94.0% | +97.0% |
| 5Y | +142.4% | +20.4% | +122.0% | +123.9% |
| 10Y | +589.9% | +28.0% | +561.9% | +528.0% |
| All | +887.3% | +27.5% | +859.7% | +785.6% |
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