+611.7%
ADI vs SPYG
+561.6%
+50.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.8% |
| 7D | +2.4% | +1.2% | +1.3% | +1.1% |
| 30D | -6.6% | -1.6% | -5.0% | -4.9% |
| 3M | -9.8% | +3.4% | -13.2% | -12.7% |
| 6M | +15.7% | +18.9% | -3.2% | -4.3% |
| YTD | +35.1% | +13.8% | +21.3% | +17.1% |
| 1Y | +47.7% | +20.6% | +27.1% | +20.0% |
| 3Y | +114.5% | +100.5% | +14.0% | 0.0% |
| 5Y | +141.2% | +84.6% | +56.6% | +23.2% |
| 10Y | +611.3% | +410.8% | +200.5% | +20.8% |
| All | +611.7% | +561.6% | +50.1% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling