+48.1%
AD vs SPY
+78.1%
-30.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.1% |
| 7D | -7.1% | +2.6% | -9.7% | -8.5% |
| 30D | -16.9% | -2.0% | -15.0% | -16.1% |
| 3M | -22.0% | -2.8% | -19.2% | -20.8% |
| 6M | -30.7% | +2.1% | -32.8% | -31.7% |
| YTD | -20.8% | +11.5% | -32.3% | -26.2% |
| 1Y | -6.4% | +13.5% | -19.8% | -13.7% |
| 3Y | +48.1% | +77.7% | -29.6% | -30.0% |
| All | +48.1% | +78.1% | -30.0% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling