-93.3%
ADGM vs SPY
+41.2%
-134.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +14.2% | -0.4% | +14.5% | +14.4% |
| 30D | -18.7% | -1.4% | -17.3% | -17.9% |
| 3M | -19.1% | +3.7% | -22.8% | -20.2% |
| 6M | -38.6% | +13.0% | -51.6% | -41.7% |
| YTD | -41.8% | +12.4% | -54.2% | -44.6% |
| 1Y | -59.3% | +18.5% | -77.8% | -62.0% |
| All | -93.3% | +41.2% | -134.6% | -95.7% |
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