+3,094.0%
SPY vs ADI
+21,420.1%
-18,326.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -3.8% | +3.8% | +0.9% |
| 3M | +2.0% | -15.3% | +17.2% | +5.6% |
| 6M | +13.0% | +6.7% | +6.3% | +10.4% |
| YTD | +13.5% | +34.8% | -21.2% | +4.7% |
| 1Y | +20.0% | +49.0% | -29.1% | +7.8% |
| 3Y | +77.2% | +108.1% | -30.9% | +44.8% |
| 5Y | +81.9% | +142.4% | -60.6% | +42.5% |
| 10Y | +314.1% | +589.9% | -275.9% | +153.9% |
| All | +3,094.0% | +21,420.1% | -18,326.1% | +895.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling