-94.4%
ADCT vs SPY
+180.8%
-275.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +2.7% |
| 7D | +8.4% | +0.1% | +8.4% | +8.6% |
| 30D | -3.5% | -3.3% | -0.1% | +1.2% |
| 3M | +47.8% | -2.4% | +50.2% | +53.2% |
| 6M | -52.3% | +2.6% | -54.8% | -53.7% |
| YTD | -52.7% | +11.2% | -63.9% | -58.4% |
| 1Y | -58.7% | +13.4% | -72.1% | -64.5% |
| 3Y | +256.8% | +79.9% | +176.9% | +88.0% |
| 5Y | -94.2% | +72.2% | -166.4% | -97.0% |
| All | -94.4% | +180.8% | -275.3% | -97.2% |
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 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