+130.7%
C vs ADI
+142.1%
-11.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +0.1% | -3.8% | +3.9% | +1.5% |
| 3M | +2.4% | -15.3% | +17.7% | +8.7% |
| 6M | +24.9% | +6.7% | +18.2% | +18.9% |
| YTD | +19.8% | +34.8% | -15.0% | +2.5% |
| 1Y | +44.9% | +49.0% | -4.2% | +18.1% |
| 3Y | +263.0% | +108.1% | +154.9% | +145.3% |
| All | +130.7% | +142.1% | -11.4% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling