+354.0%
AD vs SPY
+3,091.8%
-2,737.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +6.9% | +0.1% | +6.8% | +6.9% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | -6.2% | +2.0% | -8.2% | -7.9% |
| 6M | -2.3% | +13.0% | -15.4% | -11.6% |
| YTD | +9.5% | +13.5% | -4.0% | -1.3% |
| 1Y | +11.3% | +20.0% | -8.7% | -4.0% |
| 3Y | +83.3% | +77.2% | +6.1% | +15.0% |
| 5Y | +159.6% | +81.9% | +77.7% | +54.8% |
| 10Y | +124.0% | +314.1% | -190.0% | -33.3% |
| All | +354.0% | +3,091.8% | -2,737.7% | -54.5% |
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