+293.2%
AADR vs SPY
+838.1%
-545.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | -0.2% | +2.0% | -2.2% | -1.8% |
| 6M | -5.2% | +13.0% | -18.2% | -14.1% |
| YTD | -1.3% | +13.5% | -14.8% | -10.7% |
| 1Y | +3.6% | +20.0% | -16.4% | -10.3% |
| 3Y | +67.5% | +77.2% | -9.7% | +6.5% |
| 5Y | +33.3% | +81.9% | -48.6% | -17.5% |
| 10Y | +131.4% | +314.1% | -182.7% | -20.7% |
| All | +293.2% | +838.1% | -545.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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