+83.1%
ADCT vs SPY
+75.1%
+8.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.2% |
| 7D | +3.3% | -2.7% | +6.0% | +8.2% |
| 30D | +11.3% | -5.4% | +16.7% | +22.5% |
| 3M | +39.8% | -4.1% | +43.9% | +50.6% |
| 6M | -59.1% | +0.7% | -59.8% | -59.7% |
| YTD | -55.2% | +8.7% | -63.9% | -61.3% |
| 1Y | -62.0% | +10.9% | -72.9% | -68.3% |
| 3Y | +83.1% | +75.0% | +8.1% | -74.0% |
| All | +83.1% | +75.1% | +8.0% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling