+651.5%
ADI vs SPY
+322.5%
+329.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +3.7% |
| 7D | +4.6% | -0.8% | +5.3% | +5.7% |
| 30D | -1.2% | -1.1% | -0.1% | +0.3% |
| 3M | -7.8% | +3.9% | -11.7% | -11.9% |
| 6M | +19.3% | +13.6% | +5.7% | +1.6% |
| YTD | +40.9% | +12.7% | +28.2% | +21.3% |
| 1Y | +54.5% | +17.5% | +37.0% | +26.2% |
| 3Y | +123.4% | +76.9% | +46.5% | +10.7% |
| 5Y | +142.3% | +83.6% | +58.7% | +16.3% |
| All | +651.5% | +322.5% | +329.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling