+131.9%
ADI vs Z
-55.0%
+186.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.8% | +4.8% | +7.8% |
| 7D | -4.4% | -5.2% | +0.8% | -3.3% |
| 30D | -2.8% | +5.7% | -8.6% | -4.5% |
| 3M | +1.5% | -8.7% | +10.3% | +2.4% |
| 6M | -4.7% | -26.0% | +21.3% | +0.2% |
| YTD | +46.8% | -55.0% | +101.9% | +72.7% |
| 1Y | +74.9% | -58.0% | +132.9% | +108.9% |
| 3Y | +147.4% | -15.2% | +162.6% | +134.7% |
| 5Y | +131.9% | -53.8% | +185.7% | +133.1% |
| All | +131.9% | -55.0% | +186.9% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling