+40,257.3%
ADI vs SPGI
+15,046.0%
+25,211.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -6.3% | +1.6% | -7.9% | -7.0% |
| 30D | -3.2% | +16.1% | -19.2% | -10.0% |
| 3M | +2.8% | +15.5% | -12.7% | -4.8% |
| 6M | -5.0% | +19.6% | -24.7% | -14.9% |
| YTD | +46.3% | -3.6% | +49.9% | +43.5% |
| 1Y | +71.6% | +2.2% | +69.4% | +63.4% |
| 3Y | +139.2% | +30.1% | +109.1% | +101.7% |
| 5Y | +136.4% | +14.9% | +121.5% | +110.4% |
| 10Y | +636.2% | +334.0% | +302.2% | +251.9% |
| All | +40,257.3% | +15,046.0% | +25,211.2% | +3,084.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling