+144.4%
ADI vs CAG
-36.3%
+180.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.7% |
| 7D | +9.5% | -3.3% | +12.8% | +9.2% |
| 30D | -1.4% | +7.7% | -9.1% | -1.0% |
| 3M | +4.7% | -3.2% | +7.9% | +5.0% |
| 6M | -7.4% | +7.0% | -14.4% | -6.8% |
| YTD | +48.1% | -9.0% | +57.0% | +50.7% |
| 1Y | +69.6% | -9.6% | +79.2% | +72.7% |
| 3Y | +144.4% | -36.0% | +180.3% | +144.6% |
| All | +144.4% | -36.3% | +180.7% | +144.6% |
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