+1,429.1%
ADI vs AGG
+97.4%
+1,331.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -4.6% | -0.2% | -4.4% | -4.6% |
| 3M | -9.5% | -0.7% | -8.8% | -9.6% |
| 6M | +14.8% | -1.8% | +16.6% | +14.6% |
| YTD | +35.8% | -0.6% | +36.4% | +35.7% |
| 1Y | +48.9% | +0.4% | +48.6% | +49.0% |
| 3Y | +115.6% | +13.2% | +102.4% | +119.7% |
| 5Y | +135.1% | -2.0% | +137.1% | +123.1% |
| 10Y | +636.4% | +15.1% | +621.4% | +674.6% |
| All | +1,429.1% | +97.4% | +1,331.7% | +2,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling