+131.1%
ADI vs SPYG
+82.6%
+48.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.1% |
| 7D | +1.3% | -1.8% | +3.2% | +3.4% |
| 30D | -6.0% | -1.9% | -4.0% | -4.0% |
| 3M | -7.7% | +5.2% | -12.9% | -12.2% |
| 6M | +14.0% | +15.6% | -1.6% | -2.2% |
| YTD | +34.4% | +12.4% | +22.0% | +18.5% |
| 1Y | +48.0% | +17.5% | +30.5% | +24.3% |
| 3Y | +113.3% | +98.1% | +15.2% | +3.1% |
| 5Y | +131.1% | +84.9% | +46.2% | +20.8% |
| All | +131.1% | +82.6% | +48.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling