+113.1%
ADI vs BG
+20.1%
+93.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +1.3% | +3.7% | -2.4% | +0.6% |
| 30D | -6.0% | +12.3% | -18.3% | -8.3% |
| 3M | -7.7% | -2.2% | -5.5% | -7.4% |
| 6M | +14.0% | +5.3% | +8.6% | +12.0% |
| YTD | +34.4% | +42.4% | -8.0% | +21.6% |
| 1Y | +48.0% | +55.2% | -7.2% | +30.3% |
| All | +113.1% | +20.1% | +93.0% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling