+3,340.7%
ADC vs SPY
+2,822.3%
+518.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +4.2% | -2.7% | +6.9% | +5.9% |
| 30D | +7.7% | -5.4% | +13.1% | +11.4% |
| 3M | -7.4% | -4.1% | -3.3% | -5.1% |
| 6M | -6.6% | +0.7% | -7.3% | -7.8% |
| YTD | +0.6% | +8.7% | -8.1% | -6.0% |
| 1Y | +0.6% | +10.9% | -10.3% | -7.4% |
| 3Y | +36.1% | +75.0% | -38.9% | -10.9% |
| 5Y | +22.4% | +67.8% | -45.4% | -19.0% |
| 10Y | +130.2% | +312.9% | -182.6% | -20.6% |
| All | +3,340.7% | +2,822.3% | +518.4% | +584.7% |
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