+148.9%
ADC vs SPY
+304.1%
-155.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +6.4% | -3.7% | +10.1% | +8.4% |
| 3M | -4.6% | -2.7% | -1.9% | -3.4% |
| 6M | -6.3% | +2.2% | -8.5% | -8.0% |
| YTD | +0.6% | +10.8% | -10.3% | -6.1% |
| 1Y | -0.6% | +11.2% | -11.9% | -7.5% |
| 3Y | +40.8% | +76.5% | -35.7% | -4.7% |
| 5Y | +24.3% | +72.9% | -48.7% | -15.6% |
| 10Y | +148.9% | +304.8% | -156.0% | -4.0% |
| All | +148.9% | +304.1% | -155.2% | -4.0% |
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