+651.5%
ADI vs BTG
+159.3%
+492.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +4.6% | -3.8% | +8.3% | +5.0% |
| 30D | -1.2% | +3.6% | -4.8% | -1.7% |
| 3M | -7.8% | +32.0% | -39.8% | -11.1% |
| 6M | +19.3% | +3.4% | +16.0% | +17.9% |
| YTD | +40.9% | +20.8% | +20.1% | +36.4% |
| 1Y | +54.5% | +22.4% | +32.1% | +48.7% |
| 3Y | +123.4% | +91.7% | +31.7% | +102.1% |
| 5Y | +142.3% | +79.0% | +63.3% | +118.7% |
| All | +651.5% | +159.3% | +492.2% | +588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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