+620.2%
ADI vs CG
+278.5%
+341.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | -1.4% | +11.2% | -12.6% | -6.2% |
| 3M | +4.7% | -22.1% | +26.8% | +16.6% |
| 6M | -7.4% | -17.9% | +10.5% | -0.2% |
| YTD | +48.1% | -31.3% | +79.4% | +70.8% |
| 1Y | +69.6% | -24.0% | +93.6% | +86.2% |
| 3Y | +144.4% | +45.0% | +99.4% | +89.8% |
| 5Y | +134.1% | -22.6% | +156.8% | +133.5% |
| All | +620.2% | +278.5% | +341.7% | +296.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling