+1,486.5%
ADI vs SPYM
+829.4%
+657.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -3.8% | +0.1% | -3.9% | -3.9% |
| 3M | -15.3% | +2.0% | -17.3% | -16.6% |
| 6M | +6.7% | +13.1% | -6.4% | -5.9% |
| YTD | +34.8% | +13.6% | +21.1% | +18.3% |
| 1Y | +49.0% | +20.1% | +29.0% | +23.6% |
| 3Y | +108.1% | +77.6% | +30.5% | +17.6% |
| 5Y | +142.4% | +82.5% | +59.9% | +35.6% |
| 10Y | +589.9% | +317.6% | +272.3% | +83.7% |
| All | +1,486.5% | +829.4% | +657.1% | +120.4% |
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