+636.4%
ADI vs SPG
+59.6%
+576.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | +2.6% | -1.7% | +4.3% | +3.2% |
| 30D | -4.6% | -6.3% | +1.6% | -2.6% |
| 3M | -9.5% | -2.4% | -7.1% | -9.1% |
| 6M | +14.8% | +9.6% | +5.2% | +10.7% |
| YTD | +35.8% | +14.2% | +21.6% | +29.0% |
| 1Y | +48.9% | +19.3% | +29.6% | +39.2% |
| 3Y | +115.6% | +106.7% | +8.8% | +68.6% |
| 5Y | +135.1% | +104.2% | +30.9% | +83.2% |
| 10Y | +636.4% | +63.7% | +572.8% | +437.9% |
| All | +636.4% | +59.6% | +576.9% | +437.9% |
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