+54.5%
ADI vs AGG
-0.7%
+55.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +5.0% |
| 7D | +4.6% | -1.1% | +5.6% | +6.7% |
| 30D | -1.2% | -1.1% | 0.0% | +1.0% |
| 3M | -7.8% | -1.9% | -5.9% | -4.4% |
| 6M | +19.3% | -1.7% | +21.1% | +23.8% |
| YTD | +40.9% | -1.3% | +42.2% | +46.1% |
| 1Y | +54.5% | -0.7% | +55.2% | +66.5% |
| All | +54.5% | -0.7% | +55.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling