+95.3%
ADI vs BTSG
+421.3%
-326.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.8% | -0.4% |
| 7D | +2.4% | +5.7% | -3.3% | +1.1% |
| 30D | -6.6% | +0.2% | -6.8% | -6.8% |
| 3M | -9.8% | +5.6% | -15.4% | -11.7% |
| 6M | +15.7% | +50.8% | -35.1% | +4.2% |
| YTD | +35.1% | +67.0% | -31.9% | +18.9% |
| 1Y | +47.7% | +145.5% | -97.8% | +19.4% |
| All | +95.3% | +421.3% | -326.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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