-94.3%
ADAG vs SPY
+109.0%
-203.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.4% | -14.1% | -14.3% |
| 7D | -14.5% | +2.6% | -17.1% | -15.4% |
| 30D | -25.3% | -2.0% | -23.3% | -24.3% |
| 3M | -54.0% | -2.8% | -51.3% | -53.2% |
| 6M | -53.8% | +2.1% | -55.9% | -53.8% |
| YTD | -9.5% | +11.5% | -21.0% | -12.2% |
| 1Y | -5.0% | +13.5% | -18.5% | -8.3% |
| 3Y | +25.7% | +77.7% | -52.0% | +2.2% |
| 5Y | -84.5% | +72.6% | -157.1% | -86.8% |
| All | -94.3% | +109.0% | -203.3% | -95.7% |
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 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