+37,071.2%
ADI vs SPGI
+14,090.3%
+22,980.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -3.8% | +8.4% | -12.2% | -7.7% |
| 3M | -15.3% | +11.8% | -27.1% | -20.9% |
| 6M | +6.7% | +5.7% | +1.0% | +1.5% |
| YTD | +34.8% | -9.7% | +44.4% | +36.9% |
| 1Y | +49.0% | -12.5% | +61.5% | +52.9% |
| 3Y | +108.1% | +21.8% | +86.3% | +81.7% |
| 5Y | +142.4% | +8.2% | +134.3% | +122.6% |
| 10Y | +589.9% | +309.5% | +280.4% | +240.4% |
| All | +37,071.2% | +14,090.3% | +22,980.9% | +2,938.4% |
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