+123.4%
ADI vs AGG
+12.5%
+110.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +4.6% | -1.1% | +5.6% | +5.5% |
| 30D | -1.2% | -1.1% | 0.0% | -0.2% |
| 3M | -7.8% | -1.9% | -5.9% | -6.4% |
| 6M | +19.3% | -1.7% | +21.1% | +21.1% |
| YTD | +40.9% | -1.3% | +42.2% | +42.7% |
| 1Y | +54.5% | -0.7% | +55.2% | +56.0% |
| 3Y | +123.4% | +12.5% | +111.0% | +99.5% |
| All | +123.4% | +12.5% | +110.9% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling