+138.3%
ADI vs DGX
+66.8%
+71.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.3% |
| 7D | +4.6% | -0.9% | +5.5% | +4.9% |
| 30D | -1.2% | -1.2% | 0.0% | -0.8% |
| 3M | -7.8% | +15.8% | -23.6% | -12.2% |
| 6M | +19.3% | +18.2% | +1.2% | +12.5% |
| YTD | +40.9% | +37.2% | +3.7% | +25.4% |
| 1Y | +54.5% | +30.4% | +24.1% | +39.7% |
| 3Y | +123.4% | +96.7% | +26.7% | +68.2% |
| All | +138.3% | +66.8% | +71.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling