-2.7%
ADI vs AG
-34.8%
+32.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.3% |
| 7D | +0.7% | -4.0% | +4.7% | +1.8% |
| 30D | +0.7% | -13.1% | +13.8% | +3.9% |
| 3M | +6.5% | -22.0% | +28.5% | +12.1% |
| 6M | -2.7% | -37.3% | +34.6% | +4.7% |
| All | -2.7% | -34.8% | +32.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 6mo: compounded portfolio wealth divided by compounded AG 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…
6mo analysis · Full analysis span regression · 6 months rolling