+126.8%
ADC vs SPY
+311.3%
-184.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | +0.4% | +0.5% | -0.2% | +0.1% |
| 30D | -3.4% | -0.9% | -2.5% | -2.9% |
| 3M | +0.4% | +3.9% | -3.5% | -2.0% |
| 6M | -8.6% | +14.5% | -23.1% | -15.9% |
| YTD | +3.9% | +12.9% | -9.0% | -3.7% |
| 1Y | +4.6% | +19.4% | -14.8% | -6.5% |
| 3Y | +37.8% | +78.5% | -40.7% | -7.2% |
| 5Y | +22.4% | +81.8% | -59.3% | -19.7% |
| 10Y | +126.8% | +311.5% | -184.7% | -18.9% |
| All | +126.8% | +311.3% | -184.5% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling