+1,707.3%
ADI vs AGI
+5,453.2%
-3,745.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.6% | +2.2% | +0.4% | +2.5% |
| 30D | -4.6% | +11.3% | -15.9% | -5.2% |
| 3M | -9.5% | +5.6% | -15.1% | -9.9% |
| 6M | +14.8% | -27.7% | +42.5% | +16.5% |
| YTD | +35.8% | -4.1% | +39.9% | +35.5% |
| 1Y | +48.9% | +13.8% | +35.1% | +47.2% |
| 3Y | +115.6% | +217.0% | -101.5% | +101.5% |
| 5Y | +135.1% | +404.3% | -269.2% | +114.2% |
| 10Y | +636.4% | +400.5% | +235.9% | +556.2% |
| All | +1,707.3% | +5,453.2% | -3,745.9% | +1,512.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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