+651.5%
ADI vs CAG
-36.2%
+687.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.5% | +4.9% |
| 7D | +4.6% | -5.7% | +10.2% | +5.2% |
| 30D | -1.2% | -2.4% | +1.2% | -1.0% |
| 3M | -7.8% | +9.8% | -17.6% | -9.1% |
| 6M | +19.3% | -10.8% | +30.2% | +20.9% |
| YTD | +40.9% | -10.8% | +51.7% | +42.4% |
| 1Y | +54.5% | -19.0% | +73.5% | +58.0% |
| 3Y | +123.4% | -39.7% | +163.1% | +136.0% |
| 5Y | +142.3% | -43.0% | +185.3% | +156.0% |
| All | +651.5% | -36.2% | +687.7% | +666.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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