+624.3%
ADI vs CG
+332.1%
+292.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +2.3% |
| 7D | +2.6% | -6.4% | +9.1% | +5.7% |
| 30D | -4.6% | -7.1% | +2.4% | -1.8% |
| 3M | -9.5% | -1.6% | -7.9% | -9.7% |
| 6M | +14.8% | -8.3% | +23.2% | +17.6% |
| YTD | +35.8% | -23.8% | +59.6% | +49.9% |
| 1Y | +48.9% | -28.7% | +77.7% | +68.8% |
| 3Y | +115.6% | +49.2% | +66.4% | +65.9% |
| 5Y | +135.1% | +5.5% | +129.6% | +103.2% |
| All | +624.3% | +332.1% | +292.2% | +280.5% |
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