+1,098.1%
ADI vs BG
+1,185.2%
-87.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -1.0% |
| 7D | +2.4% | +2.4% | +0.1% | +1.7% |
| 30D | -6.6% | +15.0% | -21.6% | -10.4% |
| 3M | -9.8% | -0.7% | -9.1% | -10.2% |
| 6M | +15.7% | +7.5% | +8.2% | +12.2% |
| YTD | +35.1% | +41.6% | -6.5% | +20.9% |
| 1Y | +47.7% | +50.7% | -3.0% | +29.2% |
| 3Y | +114.5% | +20.3% | +94.2% | +97.1% |
| 5Y | +141.2% | +85.2% | +56.0% | +91.3% |
| 10Y | +611.3% | +160.6% | +450.7% | +384.7% |
| All | +1,098.1% | +1,185.2% | -87.1% | +454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling