+131.1%
ADI vs SPYM
+80.5%
+50.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | +1.3% | -2.0% | +3.3% | +4.3% |
| 30D | -6.0% | -1.6% | -4.3% | -3.7% |
| 3M | -7.7% | +4.7% | -12.5% | -13.2% |
| 6M | +14.0% | +12.6% | +1.4% | -2.9% |
| YTD | +34.4% | +11.8% | +22.6% | +15.6% |
| 1Y | +48.0% | +17.5% | +30.4% | +18.9% |
| 3Y | +113.3% | +77.0% | +36.3% | +1.6% |
| 5Y | +131.1% | +82.6% | +48.5% | +9.2% |
| All | +131.1% | +80.5% | +50.6% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling