+624.2%
ADI vs SPG
+116.1%
+508.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -6.3% | +5.6% | -11.9% | -8.0% |
| 30D | -3.2% | +17.6% | -20.8% | -8.4% |
| 3M | +2.8% | +7.5% | -4.7% | +0.1% |
| 6M | -5.0% | +18.5% | -23.6% | -11.0% |
| YTD | +46.3% | +30.9% | +15.4% | +32.5% |
| 1Y | +71.6% | +34.1% | +37.5% | +54.2% |
| 3Y | +139.2% | +135.5% | +3.6% | +78.7% |
| 5Y | +136.4% | +86.5% | +49.9% | +86.8% |
| All | +624.2% | +116.1% | +508.0% | +392.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling