+40,396.8%
ADI vs SPGI
+14,972.7%
+25,424.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.2% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | -2.8% | +15.5% | -18.4% | -9.4% |
| 3M | +1.5% | +15.7% | -14.1% | -6.0% |
| 6M | -4.7% | +19.1% | -23.8% | -14.4% |
| YTD | +46.8% | -4.1% | +50.9% | +44.3% |
| 1Y | +74.9% | +1.2% | +73.7% | +67.3% |
| 3Y | +147.4% | +31.6% | +115.9% | +107.6% |
| 5Y | +131.9% | +12.4% | +119.5% | +108.5% |
| 10Y | +630.6% | +334.3% | +296.3% | +249.1% |
| All | +40,396.8% | +14,972.7% | +25,424.1% | +3,102.9% |
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