+694.4%
ADI vs SPMO
+575.8%
+118.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.2% |
| 7D | +2.4% | +3.4% | -0.9% | -1.0% |
| 30D | -6.6% | +0.5% | -7.1% | -7.1% |
| 3M | -9.8% | +1.9% | -11.7% | -11.5% |
| 6M | +15.7% | +27.8% | -12.1% | -10.1% |
| YTD | +35.1% | +26.7% | +8.5% | +5.7% |
| 1Y | +47.7% | +28.9% | +18.8% | +13.6% |
| 3Y | +114.5% | +160.7% | -46.2% | -18.4% |
| 5Y | +141.2% | +150.2% | -8.9% | -3.9% |
| 10Y | +611.3% | +517.5% | +93.8% | +47.8% |
| All | +694.4% | +575.8% | +118.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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