+636.2%
ADI vs Z
-19.5%
+655.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.9% |
| 7D | -6.3% | -6.5% | +0.1% | -4.9% |
| 30D | -3.2% | -0.1% | -3.1% | -3.8% |
| 3M | +2.8% | -14.1% | +16.9% | +5.0% |
| 6M | -5.0% | -30.1% | +25.0% | +0.9% |
| YTD | +46.3% | -57.5% | +103.8% | +72.8% |
| 1Y | +71.6% | -60.3% | +132.0% | +105.6% |
| 3Y | +139.2% | -21.0% | +160.2% | +133.3% |
| 5Y | +136.4% | -54.9% | +191.3% | +149.5% |
| 10Y | +636.2% | -16.0% | +652.2% | +475.9% |
| All | +636.2% | -19.5% | +655.7% | +475.9% |
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