+651.5%
ADI vs DG
+101.8%
+549.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.6% |
| 7D | +4.6% | -6.5% | +11.0% | +5.8% |
| 30D | -1.2% | +4.2% | -5.3% | -2.0% |
| 3M | -7.8% | +9.5% | -17.3% | -9.7% |
| 6M | +19.3% | -13.1% | +32.5% | +21.7% |
| YTD | +40.9% | -4.8% | +45.8% | +41.1% |
| 1Y | +54.5% | +20.6% | +33.9% | +47.2% |
| 3Y | +123.4% | +4.9% | +118.5% | +110.5% |
| 5Y | +142.3% | -37.9% | +180.2% | +164.0% |
| All | +651.5% | +101.8% | +549.7% | +527.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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