-48.9%
ADNT vs SPY
+78.1%
-127.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -1.8% | +2.6% | -4.4% | -5.0% |
| 30D | -8.9% | -2.0% | -7.0% | -7.0% |
| 3M | -20.1% | -2.8% | -17.3% | -17.4% |
| 6M | -27.4% | +2.1% | -29.5% | -29.3% |
| YTD | -16.5% | +11.5% | -28.0% | -27.0% |
| 1Y | -24.3% | +13.5% | -37.8% | -35.2% |
| 3Y | -48.9% | +77.7% | -126.6% | -76.6% |
| All | -48.9% | +78.1% | -127.0% | -76.6% |
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