+651.5%
ADI vs SPYM
+324.1%
+327.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.1% |
| 7D | +4.6% | -1.0% | +5.6% | +6.1% |
| 30D | -1.2% | -1.3% | +0.2% | +0.6% |
| 3M | -7.8% | +3.6% | -11.4% | -11.6% |
| 6M | +19.3% | +13.3% | +6.0% | +2.0% |
| YTD | +40.9% | +12.4% | +28.5% | +21.7% |
| 1Y | +54.5% | +17.3% | +37.2% | +26.6% |
| 3Y | +123.4% | +76.8% | +46.7% | +11.4% |
| 5Y | +142.3% | +83.6% | +58.7% | +17.0% |
| All | +651.5% | +324.1% | +327.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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