+61.4%
T vs ADI
+665.3%
-603.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.6% | +0.9% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | -1.0% | +0.7% | -1.7% | -1.5% |
| 3M | -8.1% | +6.5% | -14.6% | -9.4% |
| 6M | -8.3% | -2.7% | -5.6% | -8.9% |
| YTD | -6.1% | +52.2% | -58.3% | -14.3% |
| 1Y | -7.4% | +77.5% | -84.8% | -17.9% |
| 3Y | +65.4% | +148.8% | -83.3% | +31.9% |
| 5Y | +57.6% | +142.9% | -85.2% | +23.4% |
| 10Y | +61.4% | +653.2% | -591.8% | -5.5% |
| All | +61.4% | +665.3% | -603.9% | -5.5% |
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 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