-94.7%
ADCT vs SPY
+174.3%
-269.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.0% |
| 7D | +3.3% | -2.7% | +6.0% | +7.0% |
| 30D | +11.3% | -5.4% | +16.7% | +19.7% |
| 3M | +39.8% | -4.1% | +43.9% | +48.0% |
| 6M | -59.1% | +0.7% | -59.8% | -59.4% |
| YTD | -55.2% | +8.7% | -63.9% | -59.5% |
| 1Y | -62.0% | +10.9% | -72.9% | -66.5% |
| 3Y | +83.1% | +75.0% | +8.1% | -0.2% |
| 5Y | -94.6% | +67.8% | -162.4% | -97.1% |
| All | -94.7% | +174.3% | -269.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling