+651.5%
ADI vs SPYG
+424.6%
+226.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +3.9% |
| 7D | +4.6% | -0.9% | +5.5% | +5.7% |
| 30D | -1.2% | -1.5% | +0.3% | +0.6% |
| 3M | -7.8% | +3.7% | -11.5% | -11.2% |
| 6M | +19.3% | +16.4% | +2.9% | +0.8% |
| YTD | +40.9% | +13.3% | +27.6% | +22.4% |
| 1Y | +54.5% | +17.9% | +36.6% | +28.3% |
| 3Y | +123.4% | +98.3% | +25.1% | +3.6% |
| 5Y | +142.3% | +86.4% | +55.9% | +20.8% |
| All | +651.5% | +424.6% | +226.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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