+19,025.4%
ADI vs SPG
+5,968.7%
+13,056.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +0.7% | +2.7% | -2.0% | -0.2% |
| 30D | +0.7% | +16.6% | -15.9% | -4.6% |
| 3M | +6.5% | +8.1% | -1.6% | +3.5% |
| 6M | -2.7% | +19.3% | -22.0% | -9.0% |
| YTD | +52.2% | +31.1% | +21.1% | +37.7% |
| 1Y | +77.5% | +32.8% | +44.7% | +59.8% |
| 3Y | +148.8% | +135.8% | +13.0% | +84.0% |
| 5Y | +142.9% | +85.1% | +57.8% | +93.2% |
| 10Y | +653.2% | +115.9% | +537.3% | +402.7% |
| All | +19,025.4% | +5,968.7% | +13,056.7% | +3,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling