+651.5%
ADI vs TGT
+207.4%
+444.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +4.6% | -5.2% | +9.8% | +6.2% |
| 30D | -1.2% | +1.2% | -2.4% | -1.7% |
| 3M | -7.8% | +18.4% | -26.2% | -13.0% |
| 6M | +19.3% | +33.4% | -14.1% | +8.4% |
| YTD | +40.9% | +63.8% | -22.9% | +19.7% |
| 1Y | +54.5% | +77.2% | -22.7% | +27.8% |
| 3Y | +123.4% | +41.8% | +81.6% | +88.7% |
| 5Y | +142.3% | -25.5% | +167.8% | +144.0% |
| All | +651.5% | +207.4% | +444.1% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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