+616.7%
ADI vs CG
+321.9%
+294.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | 0.0% |
| 7D | +1.3% | -9.8% | +11.1% | +6.1% |
| 30D | -6.0% | -10.3% | +4.3% | -1.6% |
| 3M | -7.7% | -1.7% | -6.1% | -7.9% |
| 6M | +14.0% | -9.8% | +23.8% | +17.5% |
| YTD | +34.4% | -25.6% | +60.0% | +50.0% |
| 1Y | +48.0% | -32.5% | +80.5% | +72.1% |
| 3Y | +113.3% | +45.6% | +67.7% | +65.9% |
| 5Y | +131.1% | +3.7% | +127.4% | +101.3% |
| All | +616.7% | +321.9% | +294.8% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling