+82.8%
SPY vs ADI
+140.6%
-57.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +0.1% | -3.8% | +3.8% | +1.4% |
| 3M | +2.0% | -15.3% | +17.2% | +7.6% |
| 6M | +13.0% | +6.7% | +6.3% | +8.2% |
| YTD | +13.5% | +34.8% | -21.2% | -1.2% |
| 1Y | +20.0% | +49.0% | -29.1% | -0.1% |
| 3Y | +77.2% | +108.1% | -30.9% | +22.0% |
| All | +82.8% | +140.6% | -57.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling