+62.5%
T vs ADI
+631.6%
-569.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +2.5% | +9.5% | -6.9% | +1.2% |
| 30D | -3.8% | -1.4% | -2.4% | -3.9% |
| 3M | -8.7% | +4.7% | -13.5% | -9.9% |
| 6M | -8.1% | -7.4% | -0.7% | -8.0% |
| YTD | -6.4% | +48.1% | -54.5% | -14.3% |
| 1Y | -9.8% | +69.6% | -79.4% | -19.4% |
| 3Y | +65.5% | +144.4% | -78.9% | +32.1% |
| 5Y | +57.0% | +134.1% | -77.2% | +23.6% |
| All | +62.5% | +631.6% | -569.1% | -4.8% |
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