-57.3%
ADCT vs SPY
+14.6%
-72.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +8.7% |
| 7D | +6.2% | -0.7% | +6.9% | +7.1% |
| 30D | +39.8% | -1.0% | +40.9% | +42.0% |
| 3M | +56.4% | -0.3% | +56.7% | +57.4% |
| 6M | -53.3% | +7.3% | -60.6% | -56.9% |
| YTD | -51.3% | +13.3% | -64.6% | -58.5% |
| 1Y | -57.3% | +14.8% | -72.1% | -64.2% |
| All | -57.3% | +14.6% | -72.0% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling