+66.1%
T vs ADI
+141.2%
-75.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.5% | +2.4% | -4.0% | -1.7% |
| 30D | +7.6% | -6.6% | +14.2% | +8.0% |
| 3M | +15.3% | -9.8% | +25.1% | +15.7% |
| 6M | -8.5% | +15.7% | -24.1% | -10.1% |
| YTD | +6.8% | +35.1% | -28.4% | +3.4% |
| 1Y | -7.2% | +47.7% | -54.9% | -10.9% |
| 3Y | +108.2% | +114.5% | -6.2% | +87.4% |
| 5Y | +66.1% | +141.2% | -75.2% | +39.0% |
| All | +66.1% | +141.2% | -75.1% | +39.0% |
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