-95.0%
ADCT vs SPY
+82.0%
-177.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.6% |
| 7D | +19.3% | +0.1% | +19.2% | +19.0% |
| 30D | +27.1% | +0.1% | +27.1% | +26.9% |
| 3M | +3.0% | +2.0% | +1.0% | +0.3% |
| 6M | -67.9% | +13.0% | -80.9% | -73.2% |
| YTD | -61.5% | +13.5% | -75.0% | -68.1% |
| 1Y | -60.0% | +20.0% | -80.0% | -69.3% |
| 3Y | +11.5% | +77.2% | -65.7% | -48.5% |
| All | -95.0% | +82.0% | -177.0% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling