+616.7%
ADI vs Z
-6.2%
+622.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.4% |
| 7D | +1.3% | -11.6% | +12.9% | +4.1% |
| 30D | -6.0% | -8.5% | +2.5% | -4.5% |
| 3M | -7.7% | -7.9% | +0.2% | -7.1% |
| 6M | +14.0% | -29.1% | +43.0% | +21.3% |
| YTD | +34.4% | -54.2% | +88.6% | +57.3% |
| 1Y | +48.0% | -63.5% | +111.5% | +82.2% |
| 3Y | +113.3% | -38.6% | +151.9% | +122.7% |
| 5Y | +131.1% | -66.0% | +197.1% | +158.0% |
| All | +616.7% | -6.2% | +622.9% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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