+307.8%
SPY vs ADI
+631.6%
-323.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | +2.6% | +9.5% | -6.9% | -1.1% |
| 30D | -2.0% | -1.4% | -0.6% | -2.0% |
| 3M | -2.8% | +4.7% | -7.5% | -5.3% |
| 6M | +2.1% | -7.4% | +9.6% | +3.3% |
| YTD | +11.5% | +48.1% | -36.6% | -7.6% |
| 1Y | +13.5% | +69.6% | -56.2% | -11.3% |
| 3Y | +77.7% | +144.4% | -66.7% | +14.0% |
| 5Y | +72.6% | +134.1% | -61.5% | +10.0% |
| All | +307.8% | +631.6% | -323.8% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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