+4,554.8%
ADI vs RSG
+2,005.0%
+2,549.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | -0.7% | +3.2% | +2.7% |
| 30D | -6.6% | +3.3% | -9.9% | -7.8% |
| 3M | -9.8% | +8.5% | -18.3% | -13.1% |
| 6M | +15.7% | -3.5% | +19.2% | +16.0% |
| YTD | +35.1% | +5.5% | +29.6% | +31.0% |
| 1Y | +47.7% | -1.7% | +49.4% | +46.6% |
| 3Y | +114.5% | +56.9% | +57.6% | +77.4% |
| 5Y | +141.2% | +89.4% | +51.8% | +85.1% |
| 10Y | +611.3% | +412.5% | +198.8% | +286.2% |
| All | +4,554.8% | +2,005.0% | +2,549.8% | +1,207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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