+154.9%
ADI vs RGTI
+53.1%
+101.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | -6.0% | -16.2% | +10.2% | -5.0% |
| 3M | -7.7% | -22.0% | +14.3% | -6.6% |
| 6M | +14.0% | -10.8% | +24.7% | +13.5% |
| YTD | +34.4% | -31.6% | +66.0% | +35.3% |
| 1Y | +48.0% | -6.4% | +54.3% | +44.4% |
| 3Y | +113.3% | +665.7% | -552.4% | +59.4% |
| 5Y | +131.1% | +55.6% | +75.4% | +92.2% |
| All | +154.9% | +53.1% | +101.8% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 all: compounded portfolio wealth divided by compounded RGTI 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…
all analysis · Full analysis span regression · 6 months rolling