+78.5%
SPY vs ADI
+113.3%
-34.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | -0.9% | -6.6% | +5.6% | +1.0% |
| 3M | +3.9% | -9.8% | +13.7% | +6.5% |
| 6M | +14.5% | +15.7% | -1.1% | +7.6% |
| YTD | +12.9% | +35.1% | -22.2% | +0.4% |
| 1Y | +19.4% | +47.7% | -28.3% | +2.7% |
| 3Y | +78.5% | +114.5% | -36.0% | +30.7% |
| All | +78.5% | +113.3% | -34.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling