+1,642.9%
ADI vs SPYM
+812.4%
+830.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | +9.5% | +2.6% | +6.9% | +6.7% |
| 30D | -1.4% | -2.0% | +0.6% | +1.4% |
| 3M | +4.7% | -2.8% | +7.5% | +8.8% |
| 6M | -7.4% | +2.2% | -9.6% | -8.5% |
| YTD | +48.1% | +11.5% | +36.5% | +33.5% |
| 1Y | +69.6% | +13.5% | +56.1% | +50.4% |
| 3Y | +144.4% | +78.0% | +66.3% | +38.8% |
| 5Y | +134.1% | +73.1% | +61.0% | +39.2% |
| 10Y | +632.8% | +310.9% | +321.9% | +100.0% |
| All | +1,642.9% | +812.4% | +830.5% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling