-99.7%
ADIL vs SPY
+206.6%
-306.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.2% |
| 7D | +27.1% | +0.1% | +27.0% | +27.0% |
| 30D | +75.8% | +0.1% | +75.8% | +75.4% |
| 3M | +194.2% | +2.0% | +192.2% | +190.2% |
| 6M | +257.8% | +13.0% | +244.8% | +228.2% |
| YTD | +29.5% | +13.5% | +15.9% | +18.5% |
| 1Y | -18.6% | +20.0% | -38.6% | -28.1% |
| 3Y | -93.2% | +77.2% | -170.4% | -95.5% |
| 5Y | -99.7% | +81.9% | -181.6% | -99.8% |
| All | -99.7% | +206.6% | -306.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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