+79.9%
SPY vs ADI
+144.0%
-64.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.6% | -6.2% | -0.1% |
| 7D | +0.1% | -4.4% | +4.5% | +1.2% |
| 30D | -3.3% | -2.8% | -0.5% | -2.8% |
| 3M | -2.4% | +1.5% | -3.9% | -3.4% |
| 6M | +2.6% | -4.7% | +7.3% | +2.7% |
| YTD | +11.2% | +46.8% | -35.6% | -3.9% |
| 1Y | +13.4% | +74.9% | -61.5% | -7.7% |
| 3Y | +79.9% | +147.4% | -67.6% | +26.4% |
| All | +79.9% | +144.0% | -64.1% | +26.4% |
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