+79.3%
ADI vs SPG
+34.3%
+45.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.4% |
| 7D | -5.1% | +8.2% | -13.3% | -5.7% |
| 30D | -3.1% | +13.5% | -16.5% | -4.3% |
| 3M | +7.1% | +2.2% | +4.9% | +7.4% |
| 6M | +2.9% | +15.9% | -13.0% | -2.4% |
| YTD | +51.1% | +27.6% | +23.5% | +38.6% |
| 1Y | +79.3% | +30.9% | +48.4% | +63.7% |
| All | +79.3% | +34.3% | +45.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling