+114.5%
ADI vs SPG
+112.2%
+2.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -6.6% | -4.9% | -1.6% | -4.0% |
| 3M | -9.8% | +3.3% | -13.1% | -12.5% |
| 6M | +15.7% | +11.2% | +4.5% | +6.9% |
| YTD | +35.1% | +17.1% | +18.1% | +20.7% |
| 1Y | +47.7% | +21.6% | +26.1% | +28.4% |
| 3Y | +114.5% | +111.9% | +2.6% | +35.9% |
| All | +114.5% | +112.2% | +2.3% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling