+66.9%
T vs ADI
+634.8%
-567.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.4% | +1.3% | -3.8% | -2.7% |
| 30D | +4.3% | -6.0% | +10.2% | +5.2% |
| 3M | +11.6% | -7.7% | +19.3% | +12.3% |
| 6M | -5.6% | +14.0% | -19.6% | -8.9% |
| YTD | +6.6% | +34.4% | -27.8% | -0.4% |
| 1Y | -8.4% | +48.0% | -56.3% | -16.1% |
| 3Y | +107.8% | +113.3% | -5.5% | +70.7% |
| 5Y | +68.3% | +131.1% | -62.8% | +32.0% |
| All | +66.9% | +634.8% | -567.9% | -3.3% |
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