-88.4%
ADAG vs SPY
+111.7%
-200.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -4.1% | +0.5% | -4.7% | -4.3% |
| 30D | -15.1% | -0.9% | -14.1% | -14.8% |
| 3M | +7.1% | +3.9% | +3.2% | +5.5% |
| 6M | +22.9% | +14.5% | +8.4% | +17.3% |
| YTD | +84.7% | +12.9% | +71.7% | +77.2% |
| 1Y | +46.0% | +19.4% | +26.7% | +37.7% |
| 3Y | +140.7% | +78.5% | +62.2% | +94.1% |
| 5Y | -79.5% | +81.8% | -161.3% | -83.2% |
| All | -88.4% | +111.7% | -200.1% | -91.4% |
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 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