+651.5%
ADI vs BG
+166.7%
+484.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.4% |
| 7D | +4.6% | +3.1% | +1.4% | +3.5% |
| 30D | -1.2% | +10.2% | -11.4% | -4.5% |
| 3M | -7.8% | -1.7% | -6.1% | -7.9% |
| 6M | +19.3% | +1.0% | +18.4% | +17.6% |
| YTD | +40.9% | +39.9% | +1.0% | +24.1% |
| 1Y | +54.5% | +53.2% | +1.3% | +31.1% |
| 3Y | +123.4% | +16.3% | +107.2% | +104.4% |
| 5Y | +142.3% | +83.9% | +58.4% | +80.5% |
| All | +651.5% | +166.7% | +484.8% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling