-65.2%
ADCT vs SPY
+11.8%
-76.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.4% | -11.5% | -11.4% |
| 7D | -14.0% | +3.3% | -17.3% | -17.5% |
| 30D | -17.1% | -2.7% | -14.4% | -13.7% |
| 3M | +14.6% | -1.7% | +16.4% | +17.7% |
| 6M | -58.9% | +3.1% | -62.0% | -59.9% |
| YTD | -60.1% | +11.9% | -72.0% | -65.6% |
| 1Y | -65.2% | +12.0% | -77.2% | -70.2% |
| All | -65.2% | +11.8% | -76.9% | -70.2% |
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