+100.7%
AD vs SPY
+67.4%
+33.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.6% |
| 7D | -8.8% | -2.7% | -6.1% | -7.5% |
| 30D | -12.2% | -5.4% | -6.8% | -9.8% |
| 3M | -15.9% | -4.1% | -11.8% | -14.2% |
| 6M | -23.7% | +0.7% | -24.4% | -24.1% |
| YTD | -14.7% | +8.7% | -23.4% | -18.4% |
| 1Y | -4.1% | +10.9% | -15.0% | -9.1% |
| 3Y | +53.5% | +75.0% | -21.5% | +17.5% |
| All | +100.7% | +67.4% | +33.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling