+208.8%
C vs ADI
+625.4%
-416.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -0.4% | -6.3% | +6.0% | +2.5% |
| 30D | -5.2% | -3.2% | -2.0% | -4.3% |
| 3M | -9.1% | +2.8% | -11.8% | -11.3% |
| 6M | -1.6% | -5.0% | +3.4% | -1.7% |
| YTD | +6.9% | +46.3% | -39.4% | -15.7% |
| 1Y | +23.0% | +71.6% | -48.7% | -11.1% |
| 3Y | +216.1% | +139.2% | +77.0% | +81.1% |
| 5Y | +112.2% | +136.4% | -24.2% | +18.1% |
| 10Y | +208.8% | +636.2% | -427.4% | +3.1% |
| All | +208.8% | +625.4% | -416.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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