-66.2%
ADGM vs SPY
+18.1%
-84.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -4.5% |
| 7D | -0.5% | -0.8% | +0.2% | +0.5% |
| 30D | -18.7% | -1.1% | -17.6% | -17.5% |
| 3M | -27.3% | +3.9% | -31.2% | -28.7% |
| 6M | -42.8% | +13.6% | -56.4% | -47.9% |
| YTD | -46.1% | +12.7% | -58.7% | -50.7% |
| 1Y | -66.2% | +17.5% | -83.7% | -60.0% |
| All | -66.2% | +18.1% | -84.3% | -60.0% |
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 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