+319.7%
SPY vs ADI
+621.8%
-302.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.4% | +2.6% | -3.0% | -1.4% |
| 30D | -1.4% | -4.6% | +3.2% | +0.4% |
| 3M | +3.7% | -9.5% | +13.2% | +7.0% |
| 6M | +13.0% | +14.8% | -1.8% | +5.0% |
| YTD | +12.4% | +35.8% | -23.4% | -2.9% |
| 1Y | +18.5% | +48.9% | -30.4% | -1.8% |
| 3Y | +77.6% | +115.6% | -37.9% | +20.7% |
| 5Y | +81.7% | +135.1% | -53.4% | +16.1% |
| 10Y | +319.7% | +636.4% | -316.8% | +70.7% |
| All | +319.7% | +621.8% | -302.1% | +70.7% |
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