+3,447.7%
ADC vs SPY
+2,953.4%
+494.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -4.2% | +0.1% | -4.3% | -4.3% |
| 3M | +1.6% | +2.0% | -0.4% | -0.1% |
| 6M | -9.3% | +13.0% | -22.4% | -17.0% |
| YTD | +3.7% | +13.5% | -9.9% | -5.6% |
| 1Y | +5.2% | +20.0% | -14.7% | -7.9% |
| 3Y | +35.1% | +77.2% | -42.1% | -11.9% |
| 5Y | +20.7% | +81.9% | -61.1% | -24.3% |
| 10Y | +127.4% | +314.1% | -186.7% | -21.4% |
| All | +3,447.7% | +2,953.4% | +494.3% | +587.6% |
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