+141.2%
ADI vs SPGI
+8.3%
+132.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -3.8% | +8.4% | -12.2% | -7.7% |
| 3M | -15.3% | +11.8% | -27.1% | -21.0% |
| 6M | +6.7% | +5.7% | +1.0% | +1.7% |
| YTD | +34.8% | -9.7% | +44.4% | +40.0% |
| 1Y | +49.0% | -12.5% | +61.5% | +57.0% |
| 3Y | +108.1% | +21.8% | +86.3% | +73.5% |
| All | +141.2% | +8.3% | +132.9% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 5y: compounded portfolio wealth divided by compounded SPGI 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…
5y analysis · Full analysis span regression · 6 months rolling