+127.1%
ADAG vs SPY
+76.5%
+50.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.2% |
| 7D | -11.4% | -0.4% | -11.0% | -11.3% |
| 30D | -19.7% | -1.4% | -18.3% | -19.4% |
| 3M | -3.8% | +3.7% | -7.5% | -4.5% |
| 6M | +7.2% | +13.0% | -5.8% | +5.2% |
| YTD | +73.0% | +12.4% | +60.6% | +70.0% |
| 1Y | +30.8% | +18.5% | +12.3% | +28.4% |
| All | +127.1% | +76.5% | +50.5% | +177.7% |
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