+114.2%
ADI vs CAG
-37.0%
+151.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +2.4% | -5.3% | +7.7% | +2.4% |
| 30D | -6.6% | +1.0% | -7.6% | -6.6% |
| 3M | -9.8% | +17.4% | -27.2% | -10.1% |
| 6M | +15.7% | -16.8% | +32.5% | +18.4% |
| YTD | +35.1% | -6.8% | +41.9% | +37.0% |
| 1Y | +47.7% | -15.4% | +63.1% | +51.1% |
| All | +114.2% | -37.0% | +151.2% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling