+1,673.7%
ADI vs AG
+445.6%
+1,228.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -3.8% | +19.2% | -23.0% | -5.6% |
| 3M | -15.3% | +6.2% | -21.4% | -16.1% |
| 6M | +6.7% | -26.7% | +33.4% | +9.0% |
| YTD | +34.8% | +26.1% | +8.7% | +29.8% |
| 1Y | +49.0% | +131.7% | -82.6% | +34.4% |
| 3Y | +108.1% | +255.3% | -147.3% | +75.2% |
| 5Y | +142.4% | +61.9% | +80.5% | +113.9% |
| 10Y | +589.9% | +72.0% | +517.9% | +463.7% |
| All | +1,673.7% | +445.6% | +1,228.1% | +888.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling